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stationary distribution

   Also found in: Wikipedia 0.01 sec.
stationary distribution [′stā·shə‚ner·ē ‚dis·trə′byü·shən]
(physics)
A time-independent distribution of a scalar quantity.


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00 Hardcover QA274 This introduction to the theory of Markov chains describes a modern approach to determining the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.
Also, it has a lot of symmetry--its stationary distribution is exchangeable.
Chapter 3 introduces the notion of stochastic stability; a state is stochastically stable if it has positive mass in the limiting stationary distribution obtained when the probability E of a mistake goes to zero.
 
 
 
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