Math — Markov Chains
Transition matrices and the steady-state distribution.
Rendering…
Make it your own.
\mathbf{p}_{n+1} = \mathbf{p}_n P
\sum_j P_{ij} = 1
\boldsymbol{\pi} = \boldsymbol{\pi}P \;\text{(steady state)}
P = \text{transition matrix}
Transition matrices and the steady-state distribution.
\mathbf{p}_{n+1} = \mathbf{p}_n P
\sum_j P_{ij} = 1
\boldsymbol{\pi} = \boldsymbol{\pi}P \;\text{(steady state)}
P = \text{transition matrix}