Fine irreducibility and uniqueness of stationary distribution

zbMATH Open1279.60099arXiv0902.3296MaRDI QIDQ2393580FDOQ2393580

Ping He, Jiangang Ying

Publication date: 8 August 2013

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

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.

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

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zbMATH Keywords

invariant measurestrong Feller propertyfine topologyright Markov processexcessive measureright semigroup

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

Cites Work

• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Title not available (Why is that?)
• Ergodicity for Infinite Dimensional Systems
• Title not available (Why is that?)
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Asymptotic Properties of Markoff Transition Probabilities
• Invariant Measures of Symmetric Levy Processes
• The uniqueness of invariant measures of spatial homogeneous processes

Cited In (3)

• Irreducibility results and conservativity of the absolute difference chain
• Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
• Irreducibility and uniqueness of symmetric measure for Markov processes

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