Stationary distribution of birth-death Markov chains
Chain Parameters
Statistics
Current state:—
Mean (exact):—
Variance:—
Ergodic?—
About
Stationary dist: π_n ∝ ρ_1·ρ_2·…·ρ_n where ρ_i = λ_{i-1}/μ_i (detailed balance). The chain is ergodic (positive recurrent) iff Σπ_n < ∞ and all states communicate. Birth rate λ_i, death rate μ_i at state i.