Shift ergodicity for stationary Markov processes (Q1609600)

The author presents a different proof of the conclusion that every stationary Markov process is a generalized convex combination of stationary ergodic Markov processes. In particular, a stationary distribution of a Markov process is extremal iff the corresponding stationary Markov process is time ergodic and every stationary distribution is a generalized convex combination of such extremal ones. Next, the author proves the shift ergodicity and mixing for certain extremal invariant measures of a class of spin systems. Especially, each of those extremal invariant measures, the space and time means of an observable coincide, which is a typical phenomenon in statistical physics. The results answer some interesting problems in spin systems and have fundamental value in the theory of Markov processes.