Faithful couplings of Markov chains: Now equals forever (Q678615): Difference between revisions
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Latest revision as of 00:37, 10 December 2024
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English | Faithful couplings of Markov chains: Now equals forever |
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Faithful couplings of Markov chains: Now equals forever (English)
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15 September 1997
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This short note considers coupling constructions for Markov chains. It presents sufficient conditions under which a successful coupling (in which two chains remain equal for all future times) can be created from a crossing (in which two chains are equal at some particular time only). Similar results are derived for shift-couplings.
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coupling constructions for Markov chains
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shift-couplings
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