Stationary Distribution for Finite Markov Processes 

Find the stationary distribution for a continuous Markov process.

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X StationaryDistribution[ContinuousMarkovProcess[1, {{-a, a}, {b, -b}}]]

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Perform operations on the stationary distribution.

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X StationaryDistribution[ContinuousMarkovProcess[1, {{-a, a}, {b, -b}}]]; Mean[%] // Simplify

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Find the stationary distribution and its mean for a discrete Markov process.

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X StationaryDistribution[ DiscreteMarkovProcess[1, {{a, 1 - a}, {1 - b, b}}]]

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In[4]:=

X StationaryDistribution[ DiscreteMarkovProcess[1, {{a, 1 - a}, {1 - b, b}}]]; Mean[%] // Simplify

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