Couplings, generalized couplings and uniqueness of invariant measures

DOI10.1214/20-ECP363zbMath1489.60123arXiv2008.11581OpenAlexW3110707902MaRDI QIDQ2064888

Michael K. R. Scheutzow

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.11581

zbMATH Keywords

invariant measureMarkov chaincouplinggeneralized coupling

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Generalized couplings and convergence of transition probabilities
• Invariant measures for stochastic damped 2D Euler equations
• A coupling approach to Doob's theorem
• Gluing lemmas and Skorohod representations
• Measure Theory

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