Invariant probability measure for a semigroup
ID: invariant-probability-measure-for-a-semigroup
A Borel probability measure is invariant for a Markov kernel semigroup if every transition preserves it. For a Feller semigroup on a compact metric space, it suffices to test the displayed identity on continuous functions. Kernel Jensen inequality gives contraction on , and sup-norm strong continuity followed by density gives strong continuity there for .
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