论文标题
耦合,广义耦合和不变措施的独特性
Couplings, generalized couplings and uniqueness of invariant measures
论文作者
论文摘要
我们提供了足够的条件,以根据(广义)耦合对Markov内核的不变概率度量。我们的主要定理概括了先前的结果,这些结果需要状态空间是波兰的。我们提供了一个示例,表明,即使状态空间是可分离的,并且不是通过连续且积极的确定函数定义的耦合,唯一性可能会失败。
We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide an example showing that uniqueness can fail if the state space is separable and metric (but not Polish) even though a coupling defined via a continuous and positive definite function exists.