def is_stationarity(self, tolerance=0.2, sample=None):
        """
        Checks if the given markov chain is stationary and checks the steady state
        probablity values for the state are consistent.

        Parameters:
        -----------
        tolerance: float
            represents the diff between actual steady state value and the computed value
        sample: [State(i,j)]
            represents the list of state which the markov chain has sampled

        Return Type:
        ------------
        Boolean
        True, if the markov chain converges to steady state distribution within the tolerance
        False, if the markov chain does not converge to steady state distribution within tolerance

        Examples:
        ---------
        >>> from pgmpy.models.MarkovChain import MarkovChain
        >>> from pgmpy.factors.discrete import State
        >>> model = MarkovChain()
        >>> model.add_variables_from(['intel', 'diff'], [3, 2])
        >>> intel_tm = {0: {0: 0.2, 1: 0.4, 2:0.4}, 1: {0: 0, 1: 0.5, 2: 0.5}, 2: {0: 0.3, 1: 0.3, 2: 0.4}}
        >>> model.add_transition_model('intel', intel_tm)
        >>> diff_tm = {0: {0: 0.5, 1: 0.5}, 1: {0: 0.25, 1:0.75}}
        >>> model.add_transition_model('diff', diff_tm)
        >>> model.is_stationarity()
        True
        """
        keys = self.transition_models.keys()
        return_val = True
        for k in keys:
            # convert dict to numpy matrix
            transition_mat = np.array([np.array(list(self.transition_models[k][i].values()))
                                       for i in self.transition_models[k].keys()], dtype=np.float)
            S, U = eig(transition_mat.T)
            stationary = np.array(U[:, np.where(np.abs(S - 1.) < 1e-8)[0][0]].flat)
            stationary = (stationary / np.sum(stationary)).real

            probabilites = []
            window_size = 10000 if sample is None else len(sample)
            for i in range(0, transition_mat.shape[0]):
                probabilites.extend(self.prob_from_sample([State(k, i)], window_size=window_size))
            if any(np.abs(i) > tolerance for i in np.subtract(probabilites, stationary)):
                return_val = return_val and False
            else:
                return_val = return_val and True

        return return_val
Checks if the given markov chain is stationary and checks the steady state
        probablity values for the state are consistent.

        Parameters:
        -----------
        tolerance: float
            represents the diff between actual steady state value and the computed value
        sample: [State(i,j)]
            represents the list of state which the markov chain has sampled

        Return Type:
        ------------
        Boolean
        True, if the markov chain converges to steady state distribution within the tolerance
        False, if the markov chain does not converge to steady state distribution within tolerance

        Examples:
        ---------
        >>> from pgmpy.models.MarkovChain import MarkovChain
        >>> from pgmpy.factors.discrete import State
        >>> model = MarkovChain()
        >>> model.add_variables_from(['intel', 'diff'], [3, 2])
        >>> intel_tm = {0: {0: 0.2, 1: 0.4, 2:0.4}, 1: {0: 0, 1: 0.5, 2: 0.5}, 2: {0: 0.3, 1: 0.3, 2: 0.4}}
        >>> model.add_transition_model('intel', intel_tm)
        >>> diff_tm = {0: {0: 0.5, 1: 0.5}, 1: {0: 0.25, 1:0.75}}
        >>> model.add_transition_model('diff', diff_tm)
        >>> model.is_stationarity()
        True