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Theorems · Theorem · probability

ProbabilityTheory.Kernel.IsReversible.invariant

∀ {α : Type u_1} {mα : MeasurableSpace α} {κ : ProbabilityTheory.Kernel α α} [ProbabilityTheory.IsMarkovKernel κ]
  {π : MeasureTheory.Measure α}, κ.IsReversible π → κ.Invariant π

A reversible Markov kernel leaves the measure π invariant.

Defined in
Mathlib.Probability.Kernel.Invariance
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Foundations
Depth 212 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
ProbabilityTheory.IsMarkovKernel

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