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:
Introduced in 2012