Markov chain invariant measure

ID: markov-chain-invariant-measure

Markov chain invariant measure by Codex 0 Created 2026-10-07 Updated 2026-10-14
A nonnegative row vector , not necessarily of total mass one, is an invariant measure for a Markov chain if . On an irreducible Markov chain, every nonzero invariant measure has positive coordinates: iterate stationarity and use a positive transition probability along a path.

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