Efficient Markovian couplings: Examples and counterexamples
From MaRDI portal
Publication:811755
DOI10.1214/AOAP/1019487348zbMath0957.60083OpenAlexW2041355784WikidataQ124944152 ScholiaQ124944152MaRDI QIDQ811755
Krzysztof Burdzy, Wilfrid S. Kendall
Publication date: 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019487348
Related Items (23)
The heat equation and reflected Brownian motion in time-dependent domains. ⋮ A stochastic target approach to Ricci flow on surfaces ⋮ Coupling all the Lévy stochastic areas of multidimensional Brownian motion ⋮ Simultaneous boundary hitting by coupled reflected Brownian motions ⋮ Internal DLA on cylinder graphs: fluctuations and mixing ⋮ Mirror and synchronous couplings of geometric Brownian motions ⋮ The mathematics of mixing things up ⋮ MEXIT: maximal un-coupling times for stochastic processes ⋮ Perfect simulation for a class of positive recurrent Markov chains ⋮ Metropolis-Hastings transition kernel couplings ⋮ Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case ⋮ Spatial coupling of neutral measure-valued population models ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Constructing maximal germ couplings of Brownian motions with drift ⋮ Couplings of Brownian motions of deterministic distance in model spaces of constant curvature ⋮ The Markov chain Monte Carlo revolution ⋮ Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment ⋮ On Neumann eigenfunctions in lip domains ⋮ On the ``hot spots conjecture of J. Rauch ⋮ Fiber Brownian motion and the ``hot spots problem ⋮ Coupling, local times, immersions ⋮ The hot spots problem in planar domains with on hole ⋮ Scaling coupling of reflecting Brownian motions and the hot spots problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong stationary times via a new form of duality
- Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\)
- The lifetime of conditional Brownian motion in the plane
- Strong uniform times and finite random walks
- Lifetimes of conditioned diffusions
- A counterexample to the ``hot spots conjecture
- On the ``hot spots conjecture of J. Rauch
- An interruptible algorithm for perfect sampling via Markov chains
- Application of coupling method to the first eigenvalue on manifold
- Application of coupling methods to the Neumann eigenvalue problem
- On the noncoalescence of a two point Brownian motion reflecting on a circle
- Coupled Brownian motions and partial domain monotonicity for the Neumann heat kernel
- Fiber Brownian motion and the ``hot spots problem
- Markov chains for exploring posterior distributions. (With discussion)
- Diffusion processes and their sample paths.
- Computable exponential convergence rates for stochastically ordered Markov processes
- Logarithmic Sobolev inequalities for finite Markov chains
- Brownian motion in a wedge with oblique reflection
- Completeness of the Eigenfunctions of the Equilateral Triangle
- The Eigenvalues of an Equilateral Triangle
- Strong stationary times and eigenvalues
- A maximal coupling for Markov chains
- Convergence of Slice Sampler Markov Chains
- Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains
- Optimal markovian couplings and applications
- Exact sampling with coupled Markov chains and applications to statistical mechanics
This page was built for publication: Efficient Markovian couplings: Examples and counterexamples