We add the equation π(a)+π(b)=1 because π is a valid probability distribution, meaning its elements must sum to 1. This provides the second independent equation needed to solve the underdetermined system created by the redundant balance equations.
Conditions: π is a probability distribution over the states.; The state space has exactly two states, a and b.
We add the equation π(a)+π(b)=1 because π is a valid probability distribution, meaning its elements must sum to 1. This provides the second independent equation needed to solve the underdetermined system created by the redundant balance equations.
Conditions: π is a probability distribution over the states.; The state space has exactly two states, a and b.
The equations derived from πP=π are linearly dependent because the rows of the transition matrix P sum to 1. This implies that the sum of the equations is identically zero, leaving only N−1 independent constraints for N states.
Conditions: P is a stochastic matrix (rows sum to 1).; π is a row vector of probabilities.
The equations derived from πP=π are linearly dependent because the rows of the transition matrix P sum to 1. This implies that the sum of the equations is identically zero, leaving only N−1 independent constraints for N states.
Conditions: P is a stochastic matrix (rows sum to 1).; π is a row vector of probabilities.