Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces
Hervé, Loïc
Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, p. 1090-1095 / Harvested from Project Euclid
Let P be a Markov kernel on a measurable space E with countably generated σ-algebra, let w:E→[1, +∞[ such that Pw≤Cw with C≥0, and let $\mathcal {B}_{w}$ be the space of measurable functions on E satisfying ‖f‖w=sup{w(x)−1|f(x)|, x∈E}<+∞. We prove that P is quasi-compact on $(\mathcal {B}_{w},\|\cdot\|_{w})$ if and only if, for all $f\in \mathcal {B}_{w}$ , $(\frac{1}{n}\sum_{k=1}^{n}P^{k}f)_{n}$ contains a subsequence converging in $\mathcal {B}_{w}$ to Πf=∑di=1μi(f)vi, where the vi’s are non-negative bounded measurable functions on E and the μi’s are probability distributions on E. In particular, when the space of P-invariant functions in $\mathcal {B}_{w}$ is finite-dimensional, uniform ergodicity is equivalent to mean ergodicity.
Publié le : 2008-12-15
Classification:  Markov kernel,  Quasi-compactness,  Mean ergodicity,  Geometrical ergodicity,  37A30,  60J10
@article{1227287566,
     author = {Herv\'e, Lo\"\i c},
     title = {Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {44},
     number = {2},
     year = {2008},
     pages = { 1090-1095},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1227287566}
}
Hervé, Loïc. Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces. Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, pp.  1090-1095. http://gdmltest.u-ga.fr/item/1227287566/