{"title":"耦合,广义耦合和不变测度的唯一性","authors":"M. Scheutzow","doi":"10.1214/20-ecp363","DOIUrl":null,"url":null,"abstract":"We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide an example showing that uniqueness can fail if the state space is separable and metric (but not Polish) even though a coupling defined via a continuous and positive definite function exists.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":"18 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Couplings, generalized couplings and uniqueness of invariant measures\",\"authors\":\"M. Scheutzow\",\"doi\":\"10.1214/20-ecp363\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide an example showing that uniqueness can fail if the state space is separable and metric (but not Polish) even though a coupling defined via a continuous and positive definite function exists.\",\"PeriodicalId\":8470,\"journal\":{\"name\":\"arXiv: Probability\",\"volume\":\"18 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-08-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/20-ecp363\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/20-ecp363","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Couplings, generalized couplings and uniqueness of invariant measures
We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide an example showing that uniqueness can fail if the state space is separable and metric (but not Polish) even though a coupling defined via a continuous and positive definite function exists.