Compute the stationary distribution of a continuous-time Markov chain
stationary_cont.Rd
A well-behaved continuous-time Markov chain converges to a unique stationary distribution, here called \(\pi\). This distribution satisfies $$\pi Q = 0,$$ subject to \(\sum_{j=1}^N \pi_j = 1\), where \(Q\) is the infinitesimal generator of the Markov chain. This function solves the linear system of equations above for a given generator matrix.
See also
generator
to create a generator matrix
Other stationary distribution functions:
stationary()
,
stationary_p()