# Stationary distribution

Jump to navigation
Jump to search

**Stationary distribution** may refer to:

- A special distribution for a Markov chain such that if the chain starts with its stationary distribution, the marginal distribution of all states at any time will always be the stationary distribution. Assuming irreducibility, the stationary distribution is always unique if it exists, and its existence can be implied by positive recurrence of all states. The stationary distribution has the interpretation of the limiting distribution when the chain is ergodic.
- The marginal distribution of a stationary process or stationary time series
- The set of joint probability distributions of a stationary process or stationary time series

In some fields of application, the term **stable distribution** is used for the equivalent of a stationary (marginal) distribution, although in probability and statistics the term has a rather different meaning: see stable distribution.

Crudely stated, all of the above are specific cases of a common general concept. A stationary distribution is a specific entity which is unchanged by the effect of some matrix or operator: it need not be unique. Thus stationary distributions are related to eigenvectors for which the eigenvalue is unity.

## See also[edit]

- Stationary ergodic process
- Perron–Frobenius theorem
- Stationary state or ground state in quantum mechanics

This article includes a list of related items that share the same name (or similar names). If an internal link incorrectly led you here, you may wish to change the link to point directly to the intended article. |