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