请问“stationary probability density”是什么意思?
引自下面的文章:
Let R be a positive integer, and f(X) be the stationary probability that the
path takes the value of X in this random walk. If we start our analysis with the
case of R大于等于6, the stationary probability density must satisfy the following
functional equations:f(X)=1/2*f(X-1) + 1/2*f(X+1)
实际上,就是一个Markov过程。
非常感谢。