A coupling approach to Doob's theorem

DOI10.4171/RLM/694zbMath1310.60104arXiv1407.8353MaRDI QIDQ2264062

Michael K. R. Scheutzow

Publication date: 20 March 2015

Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.8353

zbMATH Keywords

Markov processinvariant measurecouplingtransition probabilitiestotal variation distanceDoob's theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Related Items

Stability of transition semigroups and applications to parabolic equations, MCMC Algorithms for Posteriors on Matrix Spaces, Generalized couplings and convergence of transition probabilities, Self-similar solution for fractional Laplacian in cones, Self-similar solution for Hardy operator, Unnamed Item, Almost interior points in ordered Banach spaces and the long-term behaviour of strongly positive operator semigroups, Convergence of Markov chain transition probabilities, Couplings, generalized couplings and uniqueness of invariant measures

Cites Work

• Ergodic behaviour of stochastic parabolic equations
• Ergodicity for Infinite Dimensional Systems
• Éléments d'une théorie générale des chaînes simples constantes de Markoff
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