Markov chain, negative transit probabilities?

Gregor

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Apr 8, 2021
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Hello

Why when doing Markov chain, ther cannot be negative transit probabilities inside the stochastic matrix?
I know we have the rule p( i,j)≥0 ( means that all number in the sochastic matrix can be 0 or bigger than 0 ) but why it is so??

I also know that theory of probability says all probabilities are between 0 and 1, but why then, when summing columns inside the matrix i get numbers bigger than 1?

Thank you
 
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