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Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces

Loïc Hervé (2008)

Annales de l'I.H.P. Probabilités et statistiques

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 w be the space of measurable functions onE satisfying ‖f‖w=sup{w(x)−1|f(x)|, x∈E}<+∞. We prove that Pis quasi-compact on ( w , · w ) if and only if, for all f w , ( 1 n k = 1 n P k f ) n contains a subsequence converging in w toΠf=∑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...

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