Quasi-Compactness of Operators for General Markov Chains and Finitely Additive Measures

Abstract

We study Markov operators T, A, and T* of general Markov chains on an arbitrary measurable space. The operator, T, is defined on the Banach space of all bounded measurable functions. The operator A is defined on the Banach space of all bounded countably additive measures. We construct an operator T*, topologically conjugate to the operator T, acting in the space of all bounded finitely additive measures. We prove the main result of the paper that, in general, a Markov operator T* is quasi-compact if and only if T is quasi-compact. It is proved that the conjugate operator T* is quasi-compact if and only if the Doeblin condition (D) is satisfied. It is shown that the quasi-compactness conditions for all three Markov operators T, A, and T* are equivalent to each other. In addition, we obtain that, for an operator T* to be quasi-compact, it is necessary and sufficient that it does not have invariant purely finitely additive measures. A strong uniform reversible ergodic theorem is proved for the quasi-compact Markov operator T* in the space of finitely additive measures. We give all the proofs for the most general case. A detailed analysis of Lin’s counterexample is provided.

Keywords

• general Markov chains
• Markov operators
• quasi-compactness conditions
• finitely additive measures
• invariant measures
• ergodic theorem