StationaryDistribution

StationaryDistribution[proc]
represents the stationary distribution of the process proc, when it exists.

DetailsDetails

  • 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, ∞].

ExamplesExamplesopen allclose all

Basic Examples (1)Basic Examples (1)

Stationary distribution for an M/M/1 queue:

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Probability density function:

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Mean and variance:

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Compute the probability of an event:

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