In Markov process, an extremal reversible measure is an extremal invariant measure
General Mathematics
2023-12-25 v1
Abstract
We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic Ising model (Glauber dynamics), an extreme Gibbs state is an extreme invariant measure.
Keywords
Cite
@article{arxiv.2312.14816,
title = {In Markov process, an extremal reversible measure is an extremal invariant measure},
author = {Hiroki Yagisita},
journal= {arXiv preprint arXiv:2312.14816},
year = {2023}
}
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Also available from: https://zenodo.org/record/8246577