Let be the probability of moving from state 0 to 1, and the reverse probability. The probability of occupying state 0 follows . For , its distance from equilibrium contracts because ; the limiting distribution does not depend on the initial state.设从状态 0 转到状态 1 的概率为 ,反向转移的概率为 。处于状态 0 的概率 满足 。当 时,,它与稳态概率的差距逐步缩小,极限分布不依赖初始状态。
With and , green starts at probability one and cyan at zero. Both approach the gold line at . Dots mark integer steps; connecting segments guide the eye and do not add intermediate transitions.图中取 、。绿色从概率一出发,青色从零出发,最后都接近金线 。光点表示整数步,连接线仅帮助观察走势,不表示步与步之间还有额外转移。