Math — Markov Chains
Transition matrices and the stationary distribution.
Rendering…
Make it your own.
P_{ij} = \Pr(X_{n+1}=j \mid X_n=i)
\sum_{j} P_{ij} = 1
\pi = \pi P, \quad \sum_i \pi_i = 1
p^{(n)} = p^{(0)} P^{n}
Transition matrices and the stationary distribution.
P_{ij} = \Pr(X_{n+1}=j \mid X_n=i)
\sum_{j} P_{ij} = 1
\pi = \pi P, \quad \sum_i \pi_i = 1
p^{(n)} = p^{(0)} P^{n}