Ergodic and mixing properties of equilibrium measures for Markov processes

Type: Article

Publication Date: 1990-01-01

Citations: 7

DOI: https://doi.org/10.1090/s0002-9947-1990-0953535-5

Abstract

Let <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper S left-parenthesis t right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mi>S</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi>t</mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">S(t)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be the semigroup corresponding to a Markov process on a metric space <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X"> <mml:semantics> <mml:mi>X</mml:mi> <mml:annotation encoding="application/x-tex">X</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. Suppose <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper S left-parenthesis t right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mi>S</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi>t</mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">S(t)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> commutes with a homeomorphism <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper T"> <mml:semantics> <mml:mi>T</mml:mi> <mml:annotation encoding="application/x-tex">T</mml:annotation> </mml:semantics> </mml:math> </inline-formula> of <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X"> <mml:semantics> <mml:mi>X</mml:mi> <mml:annotation encoding="application/x-tex">X</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. We prove that under certain conditions, an equilibrium measure for the process is ergodic under <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper T"> <mml:semantics> <mml:mi>T</mml:mi> <mml:annotation encoding="application/x-tex">T</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. We also show that, under stronger conditions this measure must be mixing under <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper T"> <mml:semantics> <mml:mi>T</mml:mi> <mml:annotation encoding="application/x-tex">T</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. Several applications of these results are given.

Locations

  • Transactions of the American Mathematical Society - View - PDF

Similar Works

Action Title Year Authors
+ Extremal ergodic measures and the finiteness property of matrix semigroups 2012 Xiongping Dai
Yu Huang
Mingqing Xiao
+ Ergodicity of Markov semigroups 1995 Bogusław Zegarliński
+ PDF Chat Limit theorems for Markov processes on topological groups 1966 S. R. Foguel
+ Generic stationary measures and actions 2015 Lewis Bowen
Yair Hartman
Omer Tamuz
+ PDF Chat Ergodic properties that lift to compact group extensions 1988 E. Arthur Robinson
+ Markov Processes and Ergodic Properties 2011 Ari Arapostathis
Vivek S. Borkar
Mrinal K. Ghosh
+ PDF Chat On ergodic sequences of measures 1975 J. R. Blum
Robert Cogburn
+ PDF Chat On the dominated ergodic theorem in 𝐿₂ space 1974 M. A. Akcoglu
Louis Sucheston
+ Ergodic and mixing measures 1996 Giuseppe Da Prato
Jerzy Zabczyk
+ Ergodic actions of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:msub><mml:mrow><mml:mi>S</mml:mi></mml:mrow><mml:mrow><mml:mi>μ</mml:mi></mml:mrow></mml:msub><mml:mi>U</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn>2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math> on <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.gif" display="inline" overflow="scroll"><mml:msup><mml:mrow><mml:mi>C</mml:mi></mml:mrow><mml:… 2009 Claudia Pinzari
John E. Roberts
+ A central limit theorem for Markov chains and applications to hypergroups 1999 Léonard Gallardo
+ PDF Chat Ergodic theorems of weak mixing type 1976 Lee Jones
Michael Lin
+ PDF Chat 𝜆-continuous Markov chains. II 1965 Shu-Teh Chen Moy
+ Compactness of symmetric Markov semigroups and boundedness of eigenfunctions 2018 Masayoshi Takeda
+ Invariant measures for Markov semigroups 2006
+ Mixing properties of Markov operators and ergodic transformations, and ergodicity of cartesian products 1979 Jon Aaronson
Michael Lin
Benjamin Weiss
+ PDF Chat Markov processes with Lipschitz semigroups 1981 Richard F. Bass
+ PDF Chat 𝐶²-preserving strongly continuous Markovian semigroups 1973 William McGowen Priestley
+ Ergodicity and Mixing Properties 2017 Anthony Quas
+ Ergodicity and Mixing Properties 2009 Anthony Quas