Stationary distribution
Definition taught in Discrete-time Markov chains, part of Stochastic processes
Stationary distribution
| Type | Definition |
| Taught in | Discrete-time Markov chains |
| Part | Stochastic processes |
| Questions using it | 7 |
A probability row vector \pi is a stationary distribution of P when \pi P=\pi. If X_0 has law \pi, then X_n has law \pi at every time n.
Used in
- Taught in Discrete-time Markov chains, where the derivation and examples are.
- Also used in Stochastic processes · Classes, recurrence, and reversibility · Birth–death chains and queues
- Questions that use it (7) — Two steps and the stationary law · A deterministic three-cycle · One closed class · A walk on a path of four vertices · Birth–death balance on three states · A two-state chain in continuous time · Two machines, equal rates (answer)
- All 3 questions on Discrete-time Markov chains
See also
Stationarity and detailed balance · Finite irreducible chains · Discrete-time Markov chain