MEXIT: maximal un-coupling times for stochastic processes

DOI10.1016/j.spa.2018.03.001zbMath1403.60062arXiv1702.03917OpenAlexW2963500792MaRDI QIDQ1713460

Wilfrid S. Kendall, Philip A. Ernst, Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date: 25 January 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03917

zbMATH Keywords

copulastochastic processesdiffusionsadaptive MCMCcouplingMCMCHahn-Jordan decompositionMarkovian couplingpseudo-marginal MCMCFréchet classmeet measureMEXITone-step minorizationrecognition lemma for maximal couplingun-coupling

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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A strong duality principle for equivalence couplings and total variation, A unified approach to coupling SDEs driven by Lévy noise and some applications, Parameter estimation in branching processes with almost sure extinction

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