All Questions
4 questions
2
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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 ...
1
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1
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189
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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 $\rho$, $\mathcal M_1(E)$ ...
1
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0
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56
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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 ...
0
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2
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809
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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 \...