| 释义 |
stationary distribution A stationary distribution for a Markov chain is a probability vector p such that pM = p, where M is the transition matrix. An irreducible chain has a stationary distribution if and only if all the states are recurrent and have finite mean recurrence time. In this case, the stationary distribution is unique and pi = 1/mi, where mi is the mean recurrence time of the ith state.
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