represents the stationary distribution of the process proc, when it exists.
- Stationary distribution is also known as limiting distribution, steady-state distribution, and invariant distribution.
- The stationary distribution, if it exists, is a slice distribution that is independent of the time and characterizes the limiting behavior of the process proc after all possible transients have vanished.
- StationaryDistribution[proc] is equivalent to SliceDistribution[proc,∞].
Examplesopen allclose all
Basic Examples (1)
Visualize the convergence to the stationary distribution using the PDF:
Properties & Relations (3)
Stationary distribution is the SliceDistribution at infinity:
Wolfram Research (2012), StationaryDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/StationaryDistribution.html.
Wolfram Language. 2012. "StationaryDistribution." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/StationaryDistribution.html.
Wolfram Language. (2012). StationaryDistribution. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/StationaryDistribution.html