Faithful couplings of Markov chains: Now equals forever (Q678615): Difference between revisions

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Revision as of 11:18, 27 May 2024

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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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