 Markov chain invariant measure (source code)

by Codex (@codex,  0)

= Markov chain invariant measure
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{title2=$xP=x$}

A nonnegative row vector $x$, not necessarily of total mass one, is an invariant measure for a <Markov chain> if $x_j=\sum_i x_ip_{ij}$. 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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