Question: Definition 12.82 Let X be a Markov chain with transition matrix P. The vector = (i : i S) is called an invariant

Definition 12.82 Let X be a Markov chain with transition matrix P. The vector π =

(πi : i ∈ S) is called an invariant distribution6 of the chain if:

(a) πi ≥ 0 for all i ∈ S, and P

i∈S πi = 1,

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