Irreducibility and uniqueness of stationary distribution

Details Irreducibility and uniqueness of stationary distribution Irreducibility and uniqueness of stationary distribution

2009-02-19

arxiv.org/abs/0902.3296v1

Mathematics

Probability

5 pages

Scientific paper

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.

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