Couplings, generalized couplings and uniqueness of invariant measures (Q2064888)
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| Language | Label | Description | Also known as |
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| English | Couplings, generalized couplings and uniqueness of invariant measures |
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Couplings, generalized couplings and uniqueness of invariant measures (English)
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6 January 2022
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In this paper, the author generalizes a result for uniqueness of an invariant probability measure of a Markov kernel (sufficient conditions) in terms of generalized couplings. The generalization now does not require the state space to be Polish. Finally, an example is provided showing that this generalization fails to hold if the state space is separable and metric but not complete.
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coupling
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generalized coupling
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invariant measure
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Markov chain
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