Ergodic and mixing properties of equilibrium measures for Markov processes
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- by Enrique D. Andjel PDF
- Trans. Amer. Math. Soc. 318 (1990), 601-614 Request permission
Abstract:
Let $S(t)$ be the semigroup corresponding to a Markov process on a metric space $X$. Suppose $S(t)$ commutes with a homeomorphism $T$ of $X$. We prove that under certain conditions, an equilibrium measure for the process is ergodic under $T$. We also show that, under stronger conditions this measure must be mixing under $T$. Several applications of these results are given.References
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Additional Information
- © Copyright 1990 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 318 (1990), 601-614
- MSC: Primary 60J25; Secondary 28D05, 60K35
- DOI: https://doi.org/10.1090/S0002-9947-1990-0953535-5
- MathSciNet review: 953535