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GT-PTESD20220627
Norm convergence of powers of a Markov operator
Salle de séminaire M.0.1
Université Ben Gourion du Néguev (Beer-Sheva, Israël)
Let P(x,A) be a transition probability on (X,Σ) and let m be a probability on Σ invariant for P, i.e. m(A)=∫P(x,A)dm(x) for every A∈Σ. The Markov operator Pf(x):=∫f(y)P(x,dy) is well-defined for f bounded measurable; invariance of m yields that f=g a.e. (m) implies Pf=Pg a.e. and P is an operator on L∞(m) and extends to an operator on L1(m). It is then a contraction in all Lp(m), 1≤p≤∞. We assume that P is ergodic modulo m, i.e. Pf=f∈L2(m) implies f is a constant a.e.
We study the convergence of of the powers Pnd for some d, in the strong operator topology of L2. The convergence is connected to the deterministic σ-algebra of P and its relation with the σ-algebras of invariant sets of the powers Pk.
Joint work with Guy Cohen.