My Knowledge Base

Home

❯

3. Resource

❯

Invariant Measure

Invariant Measure

Dec 10, 20251 min read

  • math/measure

Definition

π~⊺P=π~⊺ The Measure π~⊺ that satisfies the above

where P is a Transition Matrix of the Markov Chain {Xt​}


Graph View

Backlinks

  • Stationary Distribution
  • Stochastic Process Note

Created with Quartz v4.5.1 © 2025

  • GitHub
  • Discord Community