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Irreducibility and uniqueness of stationary distribution

Authors :
He, Ping
Ying, Jiangang
Publication Year :
2009

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.<br />Comment: 5 pages

Subjects

Subjects :
Mathematics - Probability
60J45

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.0902.3296
Document Type :
Working Paper