Exact coupling of random walks on Polish groups

DOI10.1007/S10959-018-0856-7MaRDI QIDQ2330407zbMATH OpenOpenAlexFDO

Authors James T. III Murphy

Publication date 22 October 2019

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.06968

zbMATH Keywords

Polish grouprandom walksuccessful exact coupling

Mathematics Subject Classification ID

Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Limit theorems in probability theory (60F99) Sums of independent random variables; random walks (60G50)

Abstract: Exact coupling of random walks is studied. Conditions for admitting a successful exact coupling are given that are necessary and in the Abelian case also sufficient. In the Abelian case, it is shown that a random walk $S$ with step-length distribution $mu$ started at $0$ admits a successful exact coupling with a version $S^x$ started at $x$ if and only if there is $ngeq1$ with $m{u}^{n}wedgem{u}^n(x+cdot)eq0$. Moreover, when a successful exact coupling exists, the total variation distance between $S_n$ and $S_n^x$ is determined to be $O(n^{-1/2})$ if $x$ has infinite order, or $O(h{o}^n)$ for some $hoin(0,1)$ if $x$ has finite order. In particular, this paper solves a problem posed by H. Thorisson on successful exact coupling of random walks on $mathbbR$. It is also noted that the set of such $x$ for which a successful exact coupling can be constructed is a Borel measurable group. Lastly, the weaker notion of possible exact coupling and its relationship to successful exact coupling are studied.

Recommendations

• Random walks on discrete groups of polynomial volume growth
• On Pólya–Friedman random walks
• Random walks on convergence groups
• Polynomial growth, recurrence and ergodicity for random walks on locally compact groups and homogeneous spaces
• Markovian Linearization of Random Walks on Groups
• scientific article; zbMATH DE number 2079140
• Long range random walks and associated geometries on groups of polynomial growth
• Random walks in compact groups
• Almost invariance of distributions for random walks on groups

Cites work

• scientific article; zbMATH DE number 3692406 (Why is no real title available?)
• scientific article; zbMATH DE number 1416816 (Why is no real title available?)
• scientific article; zbMATH DE number 3285851 (Why is no real title available?)
• scientific article; zbMATH DE number 3319133 (Why is no real title available?)
• scientific article; zbMATH DE number 3340813 (Why is no real title available?)
• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• Measure theory. Vol. I and II
• Open problems in renewal, coupling and palm theory
• Shorter Notes: An Elementary Proof of Steinhaus's Theorem

Cited in

(1)

• scientific article; zbMATH DE number 6090 (Why is no real title available?)

This page was built for publication: Exact coupling of random walks on Polish groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2330407)