\( \definecolor{colordef}{RGB}{249,49,84} \definecolor{colorprop}{RGB}{18,102,241} \)
Courses
About
Login
Register
A probability vector \(\pi\) is called a
steady state
(or stationary distribution) of a Markov chain with transition matrix \(\mathbf{M}\) if it satisfies:
\(\mathbf{M} \pi = \pi\)
\(\pi \mathbf{M} = \pi\)
\(\pi \mathbf{M} = \pi_{0}\)
Exit