Some Characterizations of Ergodic Probability Measures

Let P be a Markov kernel defined on a measurable space (X, ??). A P-ergodic probability is an extreme point of the family of all P-invariant probability measures on ??. Several characterizations of P-ergodic probabilities are given. In particular, for the special case of a topological space X both P-ergodic Baire probabilities and P-ergodic Borel probabilities with additional regularity properties are characterized.