Existence of the optimal measurable coupling and ergodicity for Markov processes |
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Authors: | Shaoyi Zhang |
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Affiliation: | (1) Department of Mathematics, Beijing Normal University, 100875 Beijing, China;(2) Department of Mathematics, Hubei Normal University, 435002 Huangshi, China |
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Abstract: | The existence theorem of the optimal measurable coupling of two probability kernels on a complete separable metric measurable space is proved. Then by this theorem, a general ergodicity theorem for Markov processes is obtained. And as an immediate application to particle systems the uniqueness theorem of the stationary distribution is supplemented, i.e. the uniqueness theorem also implies the existence of the stationary distribution. |
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Keywords: | probability kernel optimal measurable coupling Markov process |
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