stationary distribution

Noun

Meaning

English Wikipedia has an article on:Markov chainsWikipedia
stationary distribution (plural stationary distributions)

(mathematics, stochastic processes, of a Markov chain) a row vector



π


{\displaystyle \pi }

whose entries sum to



1


{\displaystyle 1}

that satisfies the equation



π
P
=
π


{\displaystyle \pi P=\pi }

, where



P


{\displaystyle P}

is the transition matrix of the Markov chain.

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