Maximal coupling
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Cites work
- A maximal coupling for Markov chains
- Contact interactions on a lattice
- scientific article; zbMATH DE number 3463931 (Why is no real title available?)
- scientific article; zbMATH DE number 3513093 (Why is no real title available?)
- scientific article; zbMATH DE number 3429908 (Why is no real title available?)
- scientific article; zbMATH DE number 3035137 (Why is no real title available?)
- Uniform coupling of non-homogeneous Markov chains
Cited in
(41)- The coupling of renewal processes and its applications
- Strong uniform times and finite random walks
- Choosing a random spanning subtree: A case study
- Shift-coupling
- On coupling of stochastic processes with embedded point processes
- Coupling of convergence of random elements, processes, and regenerative processes
- Limit theorems for random walks with dynamical random transitions
- Coupling surfaces and weak Bernoulli in one and higher dimensions
- Coupling in the Heisenberg group and its applications to gradient estimates
- MEXIT: maximal un-coupling times for stochastic processes
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
- Coupling for \(\tau\)-dependent sequences and applications
- Some remarks on coupling of dependent random variables
- Sensitivity analysis of stationary performance measures for Markov chains
- Diffusion in a periodic potential with a local perturbation.
- Mixing times for uniformly ergodic Markov chains
- On limit theorems for persistent Betti numbers from dependent data
- Spatial populations with seed-bank: well-posedness, duality and equilibrium
- Pairwise near-maximal grand coupling of Brownian motions
- Coupling, local times, immersions
- Rigidity for Markovian maximal couplings of elliptic diffusions
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- Maximal coupling of Euclidean Brownian motions
- Tail structure of markov chains on infinite product spaces
- Model selection for weakly dependent time series forecasting
- Shift–Coupling and Maximality
- On a `replicating character string' model
- Coupling the Kolmogorov diffusion: maximality and efficiency considerations
- Logarithmic Sobolev inequalities in discrete product spaces
- On the rate of convergence for the length of the longest common subsequences in hidden Markov models
- A strong duality principle for equivalence couplings and total variation
- scientific article; zbMATH DE number 7709548 (Why is no real title available?)
- Optimal coupling of jumpy Brownian motion on the circle
- On nonlinear Markov chain Monte Carlo
- Optimal Markovian coupling for finite activity Lévy processes
- Metropolis-Hastings transition kernel couplings
- Constructing maximal germ couplings of Brownian motions with drift
- Stochastic domination of prime powers of a uniform random integer by geometric distributions
- Comparison of contraction coefficients for f-divergences
- Total variation cutoff in birth-and-death chains
- Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case)
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