Stationary distribution

Noun

Word Frequency: 0.1

Definitions

1.Nouna 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.

Synonyms

right stochastic matrix markov chain transition matrix stationarity stochastic matrix stochastic process markov process markov partition markov jump process ensemble detailed balance branching process

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