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Markov Steady State Calculator

Free online markov steady state calculator. Enter your values and get instant results with the formula, step-by-step working, a worked example and FAQs — everything runs locally in your browser on Calcton, no signup required.

中文版:马尔可夫链平稳分布计算器

Markov Steady State Calculator
转移矩阵 P(2×2 或 3×3,行=当前状态,行和为 1)

原理:马尔可夫链跑了很久之后,处于各状态的概率会稳定下来——这个极限分布 π 满足 πP = π(转移一次后分布不变)。对 2×2 矩阵有解析解 π₁ = p₂₁/(p₁₂+p₂₁);一般情形解线性方程组即可,本工具用高斯消元直接求解。

步骤:① 输入转移矩阵(每行是一个状态转移到各状态的概率,行和为 1);② 点击求解;③ 读出各状态的长期占比。

示例:P = [[0.9, 0.1], [0.2, 0.8]] 时 π = [0.666666666667, 0.333333333333]——无论从哪个状态出发,很久之后处于状态 1 的概率都是三分之二。

注意事项:平稳分布存在且唯一要求链不可约(任意状态互相可达)且非周期(不能所有转移都是固定步长循环);周期链的极限不存在,本工具会给出残差偏大的提示;行和必须为 1,偏差大时结果无意义。

相关:吸收马尔可夫链计算器处理有吸收态的链;期望首达时间计算器回答平均多少步到达某状态;细致平衡检验计算器判断链是否可逆。

How to use the Markov Steady State Calculator

  1. Fill in the inputs with your own numbers — every field shows what it expects.
  2. The result updates instantly as you type; no "Calculate" click needed.
  3. Read the result card for the main figure, the step-by-step formula, and practical notes.

Frequently asked questions

Is the Markov Steady State Calculator free?

Yes — all math calculators on Calcton are free, with no sign-up required. Your inputs are processed in your browser and never sent to a server.

Is there a Chinese version of this tool?

Yes. Use the Chinese version link above — it is the same calculator with the interface in Simplified Chinese.

References

Formulas and benchmarks used by this calculator follow these published sources.

  1. dlmf.nist.gov
  2. mathworld.wolfram.com
Kevin's profile

KevinContent LeadCalcton Editorial Team · Last updated 2026-10-05

Kevin maintains Calcton's formula verification and content: every calculator cites the standard it implements, worked examples are recomputed programmatically, and health benchmarks follow WHO and international guidelines.

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