On the existence of an invariant measure for Markov–Feller operators

AbstractLet X be a Polish space and P a Markov operator acting on the space of Borel measures on X. We will prove the existence of an invariant measure with respect to P, provided that P satisfies some condition of a Prokhorov type and that the family of functions {x↦Pnδx:n∈N} is equi-continuous with respect to the Prokhorov distance at some point of the space X. Moreover, we will construct a counterexample which show that the above equi-continuity condition cannot be dropped