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Answers for “为什么求解 $\pi P = \pi$ 会导致马尔可夫链中出现冗余方程?”

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To find a stationary distribution for a Markov chain, one solves the system of linear equations given by πP=π\pi P = \pi, subject to the constraint that the probabilities in π\pi sum to 1.

Conditions: PP is the transition matrix of the Markov chain.; π\pi is a row vector of probabilities.