Invariant Measures and Related Topics
One of the central questions in the theory of time-homogeneous Feynman-Kac semigroups is the existence of invariant measures and the rapidity at which the memory of the initial distribution is lost. This section is centered around this theme. This question is related to different kinds of problems arising in physical, engineering, and applied probability. To guide the reader and give some concrete basis to this section, we have chosen to give a brief introduction on the different ways to interpret and to answer this question.
KeywordsMarkov Chain Monte Carlo Markov Chain Invariant Measure Markov Transition Total Variation Distance
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