Fine irreducibility and uniqueness of stationary distribution

zbMATH1279.60099MaRDI QIDQ2393580FDOQ2393580

Authors Ping He, Jiangang Ying

Publication date 8 August 2013

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.3296

zbMATH Keywords

invariant measurestrong Feller propertyfine topologyright Markov processexcessive measureright semigroup

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

Abstract: In this paper, we shall prove that the irreducibility in the sense of fine topology implies the uniqueness of invariant probability measures. It is also proven that this irreducibility is strictly weaker than the strong Feller property plus irreducibility in the sense of original topology, which is the usual uniqueness condition.

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Cites work

• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Asymptotic Properties of Markoff Transition Probabilities
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• Ergodicity for Infinite Dimensional Systems
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
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Cited in

(5)

• Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
• The uniqueness of symmetrizing measure of Markov processes
• On a unique ergodicity of some Markov processes
• Irreducibility results and conservativity of the absolute difference chain
• Irreducibility and uniqueness of symmetric measure for Markov processes

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