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math.PR2026
A Direct Route to Markov Chain Convergence via Asymptotic Equivalence with the Target
Patrick Forré
For a Markov kernel with an invariant probability measure , we give a self-contained proof of the Markov chain convergence theorem via a criterion called asymptotic equivale…
math.PR2021
Quasi-Measurable Spaces: A Convenient Foundation of Probability Theory
Patrick Forré
We introduce the categories of quasi-measurable spaces, mild generalizations of quasi-Borel spaces that allow for general sample spaces and less restrictive random variables. Each…