Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I'm trying to find the stationary distribution of T, a transition matrix (Markov Chain). After I solve the equations of the matrix, I can't get to their values, does that mean that T doesn't have a stationary distribution?

What is the best way to check if a transition matrix does have a stationary distribution?

0.3 0.0 0.5 0.2
0.0 0.4 0.3 0.3
0.3 0.2 0.0 0.5
0.4 0.1 0.0 0.5
share|cite|improve this question
up vote 0 down vote accepted

Finite-state Markov chains always have a stationary distribution, not always unique, though. You find them by finding left eigenvectors for the eigenvalue 1.

share|cite|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.