A coupling approach to Doob's theorem (Q2264062)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A coupling approach to Doob's theorem |
scientific article |
Statements
A coupling approach to Doob's theorem (English)
0 references
20 March 2015
0 references
Summary: We provide a coupling proof of Doob's theorem which says that the transition probabilities of a regular Markov process which has an invariant probability measure \(\mu\) converge to \(\mu\) in the total variation distance. In addition we show that non-singularity (rather than equivalence) of the transition probabilities suffices to ensure convergence of the transition probabilities for \(\mu\)-almost all initial conditions.
0 references
Markov process
0 references
invariant measure
0 references
Doob's theorem
0 references
coupling
0 references
transition probabilities
0 references
total variation distance
0 references
