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Probability of a finite cylinder set in a free group

Let $\mathbb{F}_n$ be the free group (each elemen is in its reduced form) generated by the set $\Sigma_n = \{a_1, a_2, \cdots, a_n, a_1^{-1}, a_2^{-1}, \cdots, a_n^{-1}\}$ and let $e$ denote the ...
Sanae Kochiya's user avatar
1 vote
1 answer
189 views

If a Markov semigroup is eventually contractive, can we conclude that it admits a unique invariant measure?

Let $E$ be a separable $\mathbb R$-Banach space, $\rho$ be a complete separable metric on $E$, $\operatorname W_\rho$ denote the Wasserstein metric of order $1$ associated to $\rho$, $\mathcal M_1(E)$ ...
0xbadf00d's user avatar
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1 vote
0 answers
56 views

Minimizing the rate of geometric ergodicity of a Metropolis-Hastings kernel depending on a parameter

Let $\tilde\kappa$ denote the transition kernel of the Markov chain generated by the Metropolis-Hastings algorithm with proposal kernel $\tilde Q$ and target distribution $\tilde\mu$. I want to ...
0xbadf00d's user avatar
  • 167
0 votes
2 answers
809 views

Is any invariant, ergodic measure with full support on an irreducible Markov shift a Markov measure?

I have this question I have been struggling with for a while. It seems rather intuitive, however, I was not able to proof it yet: Let $\Omega = \{1,2,\cdots,N\}$ a finite alphabet, $\Sigma \subset \...
beralt's user avatar
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