The e-Property of Asymptotically Stable Markov Semigroups

The relations between asymptotic stability, the eventual e-property and the e-property of Markov semigroups, acting on measures defined on general (Polish metric) spaces, are studied. While much attention is usually paid to asymptotic stability (for years the e-property has only served as a tool to establish it), it should be noted that the e-property itself is also important as it, e.g., ensures that numerical errors in simulations are negligible. Here, it is shown that any asymptotically stable Markov-Feller semigroup with an invariant measure such that the interior of its support is non-empty satisfies the eventual e-property. Moreover, we prove that any Markov-Feller semigroup, which is strongly stochastically continuous, and which possesses the eventual (Polish metric), also has the e-property. We also present an example highlighting that the assumption of strong stochastic continuity (given in terms of the supremum norm) cannot be relaxed to its weak form, involving pointwise convergence, unless a state space of a process corresponding to a Markov semigroup is a compact metric space.