FINE IRREDUCIBILITY AND UNIQUENESS OF STATIONARY DISTRIBUTION

He, Ping; Ying, Jiangang

doi:https://doi.org/10.18910/25080

アクセス数:115件（2024-05-14 13:49 集計）

固定URL: https://doi.org/10.18910/25080

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タイトル	FINE IRREDUCIBILITY AND UNIQUENESS OF STATIONARY DISTRIBUTION
著者	著者名 He, Ping
著者	著者名 Ying, Jiangang
抄録	The uniqueness of invariant measure is one of the most interesting problems in theory of Markov processes. 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.
出版者	Osaka University and Osaka City University, Departments of Mathematics
収録物名	Osaka Journal of Mathematics
巻(号)	50(2)
ページ	417-423
刊行年月	2013-06
言語	英語
ハンドルURL	https://hdl.handle.net/11094/25080
DOI	https://doi.org/10.18910/25080
PISSN	00306126
NCID	AA00765910
アクセス権	open access
出版タイプ	Version of Record
カテゴリ	紀要論文 Departmental Bulletin Paper
カテゴリ	Osaka Journal of Mathematics / Volume 50, Number 2　(2013-6）

資源タイプ	紀要論文
ローカル資源タイプ	紀要論文
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Osaka Journal of Mathematics. 2013, 50(2), p. 417-423
DC.title	FINE IRREDUCIBILITY AND UNIQUENESS OF STATIONARY DISTRIBUTION
DC.creator	He, Ping
DC.creator	Ying, Jiangang
DC.publisher	Osaka University and Osaka City University, Departments of Mathematics
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2013-06
DCTERMS.abstract	The uniqueness of invariant measure is one of the most interesting problems in theory of Markov processes. 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.
DC.identifier	10.18910/25080
DC.format	application/pdf
citation_title	FINE IRREDUCIBILITY AND UNIQUENESS OF STATIONARY DISTRIBUTION
citation_author	He, Ping
citation_author	Ying, Jiangang
citation_publisher	Osaka University and Osaka City University, Departments of Mathematics
citation_language	英語
citation_date	2013-06
citation_journal_title	Osaka Journal of Mathematics
citation_volume	50
citation_issue	2
citation_firstpage	417
citation_lastpage	423
citation_public_url	https://hdl.handle.net/11094/25080
citation_doi_detail	10.18910/25080
citation_doi	https://doi.org/10.18910/25080

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