Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation

DOI10.1007/BF00354033zbMath0596.60070MaRDI QIDQ1078919

Andreas Greven

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Poisson equationrandomized stopping timescoupling of Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuity and singularity of induced measures (60G30)

Related Items

A condition for the equivalence of coupling and shift coupling. ⋮ Shift-coupling in continuous time ⋮ Coupling and harmonic functions in the case of continuous time Markov processes ⋮ Symmetric exclusion on random sets and a related problem for random walks in random environment ⋮ Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) ⋮ Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube ⋮ Transforming random elements and shifting random fields ⋮ Shift-coupling ⋮ Coupling in the theory of interacting systems

Cites Work

• Remarks on the filling scheme for recurrent Markov chains
• Markov-Ketten bei sich füllenden Löchern im Zustandsraum
• Potentiel markovien récurrent des chaînes de Harris. (Recurrent Markov potential of Harris chains)
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