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Dasherman
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Let $(X_i)_i, (Y_i)_i$ be two independent Markov chains on Polish state spaces $\mathcal{X}, \mathcal{Y}$ and with kernels $P, Q$. Suppose that they are both $\psi$-irreducible and aperiodic and have unique stationary distributions $\pi, \lambda$. Is it then true that the Markov chain $(X_i, Y_i)_i$ is also $\psi$-irreducible and aperiodic? It is straightforward to show that this chain has stationary distribution $\pi\times\lambda$, but $\psi$-irreducibility and aperiodicity aren't clear to me.

I have read that this is true for chains on countable state spaces, but for the general state space setting I run into some (product-)measure-theoretic problems. Any advice or perhaps a reference for this topic?

I am interested in the general case described above, but if it matters, I am especially interested in the case with $\mathcal{X}=\mathcal{Y}=[0,1]^m$ and $P=Q$. I hope it is true that this chain is also $\psi$-irreducible and aperiodic, but if not: what would perhaps be mild conditions under which it is?

Let $(X_i)_i, (Y_i)_i$ be two independent Markov chains on Polish state spaces $\mathcal{X}, \mathcal{Y}$ and with kernels $P, Q$. Suppose that they are both $\psi$-irreducible and aperiodic and have unique stationary distributions $\pi, \lambda$. Is it then true that the Markov chain $(X_i, Y_i)_i$ is also $\psi$-irreducible and aperiodic? It is straightforward to show that this chain has stationary distribution $\pi\times\lambda$, but $\psi$-irreducibility and aperiodicity aren't clear to me.

I have read that this is true for chains on countable state spaces, but for the general state space setting I run into some (product-)measure-theoretic problems. Any advice or perhaps a reference for this topic?

I am interested in the general case described above, but if it matters, I am especially interested in the case with $\mathcal{X}=\mathcal{Y}=[0,1]^m$ and $P=Q$.

Let $(X_i)_i, (Y_i)_i$ be two independent Markov chains on Polish state spaces $\mathcal{X}, \mathcal{Y}$ and with kernels $P, Q$. Suppose that they are both $\psi$-irreducible and aperiodic and have unique stationary distributions $\pi, \lambda$. Is it then true that the Markov chain $(X_i, Y_i)_i$ is also $\psi$-irreducible and aperiodic? It is straightforward to show that this chain has stationary distribution $\pi\times\lambda$, but $\psi$-irreducibility and aperiodicity aren't clear to me.

I have read that this is true for chains on countable state spaces, but for the general state space setting I run into some (product-)measure-theoretic problems. Any advice or perhaps a reference for this topic?

I am interested in the general case described above, but if it matters, I am especially interested in the case with $\mathcal{X}=\mathcal{Y}=[0,1]^m$ and $P=Q$. I hope it is true that this chain is also $\psi$-irreducible and aperiodic, but if not: what would perhaps be mild conditions under which it is?

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Dasherman
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Let $(X_i)_i, (Y_i)_i$ be two independent Markov chains on Polish state spaces $\mathcal{X}, \mathcal{Y}$ and with kernels $P, Q$. Suppose that they are both $\psi$-irreducible and aperiodic and have unique stationary distributions $\pi, \lambda$. Is it then true that the Markov chain $(X_i, Y_i)_i$ is also $\psi$-irreducible and aperiodic? It is straightforward to show that this chain has stationary distribution $\pi\times\lambda$, but $\psi$-irreducibility and aperiodicity aren't clear to me.

I have read that this is true for chains on countable state spaces, but for the general state space setting I run into some (product-)measure-theoretic problems. Any advice or perhaps a reference for this topic?

I am interested in the general case described above, but if it matters, I am especially interested in the case with $\mathcal{X}=\mathcal{Y}=[0,1]^m$ and $P=Q$.

Let $(X_i)_i, (Y_i)_i$ be two independent Markov chains on Polish state spaces $\mathcal{X}, \mathcal{Y}$ and with kernels $P, Q$. Suppose that they are both $\psi$-irreducible and aperiodic and have unique stationary distributions $\pi, \lambda$. Is it then true that the Markov chain $(X_i, Y_i)_i$ is also $\psi$-irreducible and aperiodic?

I have read that this is true for chains on countable state spaces, but for the general state space setting I run into some (product-)measure-theoretic problems. Any advice or perhaps a reference for this topic?

I am interested in the general case described above, but if it matters, I am especially interested in the case with $\mathcal{X}=\mathcal{Y}=[0,1]^m$ and $P=Q$.

Let $(X_i)_i, (Y_i)_i$ be two independent Markov chains on Polish state spaces $\mathcal{X}, \mathcal{Y}$ and with kernels $P, Q$. Suppose that they are both $\psi$-irreducible and aperiodic and have unique stationary distributions $\pi, \lambda$. Is it then true that the Markov chain $(X_i, Y_i)_i$ is also $\psi$-irreducible and aperiodic? It is straightforward to show that this chain has stationary distribution $\pi\times\lambda$, but $\psi$-irreducibility and aperiodicity aren't clear to me.

I have read that this is true for chains on countable state spaces, but for the general state space setting I run into some (product-)measure-theoretic problems. Any advice or perhaps a reference for this topic?

I am interested in the general case described above, but if it matters, I am especially interested in the case with $\mathcal{X}=\mathcal{Y}=[0,1]^m$ and $P=Q$.

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Dasherman
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Joint irreducibility and aperiodicity of two independent Markov chains

Let $(X_i)_i, (Y_i)_i$ be two independent Markov chains on Polish state spaces $\mathcal{X}, \mathcal{Y}$ and with kernels $P, Q$. Suppose that they are both $\psi$-irreducible and aperiodic and have unique stationary distributions $\pi, \lambda$. Is it then true that the Markov chain $(X_i, Y_i)_i$ is also $\psi$-irreducible and aperiodic?

I have read that this is true for chains on countable state spaces, but for the general state space setting I run into some (product-)measure-theoretic problems. Any advice or perhaps a reference for this topic?

I am interested in the general case described above, but if it matters, I am especially interested in the case with $\mathcal{X}=\mathcal{Y}=[0,1]^m$ and $P=Q$.