AI engineering glossary · Probability
What is stationary distribution?
Stationary distribution: A distribution over the states of a Markov chain that stays unchanged after one more step. Under suitable conditions the chain converges to it regardless of the starting state, which is the idea behind PageRank and MCMC.
Stationary distribution: an example
A two-state chain with switching probabilities 0.1 and 0.2 settles at long-run shares of 2/3 and 1/3.
Related terms
More Probability terms
- Stratified sampling
- Survivorship bias
- Systematic sampling
- Transition matrix
- Uniform distribution
- Union of events
- Variance
- Z-score
Where you learn it
Stationary distribution is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.