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To find a stationary distribution for a Markov chain, one solves the system of linear equations given by , subject to the constraint that the probabilities in sum to 1.
Conditions: is the transition matrix of the Markov chain.; is a row vector of probabilities.
To find a stationary distribution for a Markov chain, one solves the system of linear equations given by , subject to the constraint that the probabilities in sum to 1.
Conditions: is the transition matrix of the Markov chain.; is a row vector of probabilities.