For a finite-state chain with transition semigroup , a probability row vector is invariant when for every . Equivalently,
Every closed communicating class of a finite Markov chain has its own invariant probability distribution. All invariant distributions are convex combinations of those class distributions. In particular, a finite irreducible chain has a unique invariant distribution, while a reducible chain may have many.
An explosive chain can have a summable solution of despite being transient. Nonexplosion is needed for the usual equivalence between invariant distributions and positive recurrence.
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