Stationary MC distribution
If you can find a distribution in a Markov chain where then each of the following state distributions will be . Thus, once a Markov chain gets into state distribution , then it is a Stationary time series.
Formally the distribution must satisfy or So must be a (unit) eigenvector or eigen function with an eigenvalue of 1.
References
- Monte Carlo Markov chain
- @lancaster2004 - Chapter 4