xbeta
Invariant distribution
The vector is the invariant distribution of a time-homogeneous Markov chain? with state space and transition matrix if the components sum to one,
\sum_{i \in S} \pi_i = 1
and if it satisfies
\pi_i = \sum_{j \in S} \pi_j p_{ji}
for all .
Revised on November 7, 2009 10:26:44
by
Neil Frazer
(75.85.158.17)