A stationary distribution (also called an invariant distribution) is a probability distribution row vector that remains unchanged when multiplied by the transition matrix of a Markov chain. This means that if the system starts in this distribution, it will remain in this distribution at all future time steps.
Conditions: is a row vector.; is the transition matrix of the Markov chain.; The elements of are non-negative and sum to 1.
A stationary distribution (also called an invariant distribution) is a probability distribution row vector that remains unchanged when multiplied by the transition matrix of a Markov chain. This means that if the system starts in this distribution, it will remain in this distribution at all future time steps.
Conditions: is a row vector.; is the transition matrix of the Markov chain.; The elements of are non-negative and sum to 1.