arXiv Analytics

Sign in

arXiv:1512.06359 [math.PR]AbstractReferencesReviewsResources

Generalized couplings and convergence of transition probabilities

Alexei Kulik, Michael Scheutzow

Published 2015-12-20Version 1

We provide sufficient conditions for the uniqueness of an invariant measure of a Markov process as well as for the weak convergence of transition probabilities to the invariant measure. Our conditions are formulated in terms of generalized couplings.

Categories: math.PR
Subjects: 60J05, 60J25, 37L40
Related articles: Most relevant | Search more
arXiv:1704.03681 [math.PR] (Published 2017-04-12)
A Note on the Birkhoff Ergodic Theorem
arXiv:1909.05396 [math.PR] (Published 2019-09-11)
Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process
arXiv:2103.12942 [math.PR] (Published 2021-03-24)
On the long-time statistical behavior of smooth solutions of the weakly damped, stochastically-driven KdV equation

Links

Toolbox