On a nonstandard approach to invariant measures for Markov operators
We show the existence of invariant measures for Markov-Feller operators defined on completely regular topological spaces which satisfy the classical positivity condition.
We show the existence of invariant measures for Markov-Feller operators defined on completely regular topological spaces which satisfy the classical positivity condition.
This paper gives a stochastic representation in spectral terms for the absorption time T of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields quantitative informations on the parameters of a similar representation due to O'Cinneide for general chains admitting real eigenvalues. In the discrete time setting, if the underlying Dirichlet eigenvalues (namely the eigenvalues of the Markov transition operator restricted to the functions vanishing on...
We consider dependence coefficients for stationary Markov chains. We emphasize on some equivalencies for reversible Markov chains. We improve some known results and provide a necessary condition for Markov chains based on Archimedean copulas to be exponential ρ-mixing. We analyse the example of the Mardia and Frechet copula families using small sets.
We compare self-joining and embeddability properties. In particular, we prove that a measure preserving flow with T₁ ergodic is 2-fold quasi-simple (resp. 2-fold distally simple) if and only if T₁ is 2-fold quasi-simple (resp. 2-fold distally simple). We also show that the Furstenberg-Zimmer decomposition for a flow with T₁ ergodic with respect to any flow factor is the same for and for T₁. We give an example of a 2-fold quasi-simple flow disjoint from simple flows and whose time-one map is...
Let (X,d) be a metric space where all closed balls are compact, with a fixed σ-finite Borel measure μ. Assume further that X is endowed with a linear order ⪯. Given a Markov (regular) operator P: L¹(μ) → L¹(μ) we discuss the asymptotic behaviour of the iterates Pⁿ. The paper deals with operators P which are Feller and such that the μ-absolutely continuous parts of the transition probabilities are continuous with respect to x. Under some concentration assumptions on the asymptotic transition probabilities...
It is shown that each subset of positive integers that contains 2 is realizable as the set of essential values of the multiplicity function for the Koopman operator of some weakly mixing transformation.
We extend the notion of Dobrushin coefficient of ergodicity to positive contractions defined on the L¹-space associated with a finite von Neumann algebra, and in terms of this coefficient we prove stability results for L¹-contractions.
We show that for any irrational number α and a sequence of integers such that , there exists a continuous measure μ on the circle such that . This implies that any rigidity sequence of any ergodic transformation is a rigidity sequence for some weakly mixing dynamical system. On the other hand, we show that for any α ∈ ℝ - ℚ, there exists a sequence of integers such that and such that is dense on the circle if and only if θ ∉ ℚα + ℚ.
Calculus for observables in a space of functions from an abstract set to the unit interval is developed and then the individual ergodic theorem is proved.
In the present paper we prove the “zero-two” law for positive contractions in the Banach-Kantorovich lattices , constructed by a measure with values in the ring of all measurable functions.