StationaryDistribution

StationaryDistribution[proc] represents the stationary distribution of the process proc, when it exists.

Examples

Stationary distribution of a Markov process:

mp = DiscreteMarkovProcess[{1, 0}, {{0.5, 0.5}, {0.3, 0.7}}];
StationaryDistribution[mp]

Generate from stationary distribution:

RandomVariate[StationaryDistribution[mp], 5]

Stationary probability:

PDF[StationaryDistribution[mp], 1]

Please visit the official Wolfram Language Reference for more details.