Stationary variance of AR(2) process
It is hard (or impossible) to directly obtain the analytical expression for the stationary distribution of the poll-delay voter model. But we can look at various possible approximations, with the Beta distribution being the prime suspect. To fit the Beta distribution (or any other two-parameter distribution), we need to know two stationary moments of the model. Deriving the stationary mean is a trivial problem, while deriving the stationary variance is more involved.
In this post, let us use the Yule-Walker equations to obtain the expression for stationary variance of AR(2) process.