Past exam of the mathematics course of the University of Cambridge 2010 ii Paper 1 27I a Solution Created 2026-09-24 Updated 2026-10-14
An equilibrium distribution of a continuous-time Markov chain is a probability row vector invariant under the transition semigroup: for every . Differentiating gives , or for each , when the generator sums are defined. Reducible chains may have several closed classes supporting different equilibrium distributions; convex mixtures are then also equilibria. Irreducibility and positive recurrence give uniqueness for a conservative nonexplosive chain.