Segregating Markov chains

DOI10.1007/S10959-017-0743-7zbMATH Open1414.60058arXiv1510.03661OpenAlexW2242607452WikidataQ59611750 ScholiaQ59611750MaRDI QIDQ1800944FDOQ1800944

Authors: Timo Hirscher, Anders Martinsson 

Publication date: 26 October 2018

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

Abstract: Dealing with finite Markov chains in discrete time, the focus often lies on convergence behavior and one tries to make different copies of the chain meet as fast as possible and then stick together. There is, however, a very peculiar kind of discrete finite Markov chain, for which two copies started in different states can be coupled to meet almost surely in finite time, yet their distributions keep a total variation distance bounded away from 0, even in the limit as time goes off to infinity. We show that the supremum of total variation distance kept in this context is $frac12$.

Full work available at URL: https://arxiv.org/abs/1510.03661

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zbMATH Keywords

Markov chaintotal variation distancenon-Markovian couplingcoupling inequality

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Foundations of Modern Probability
• Title not available (Why is that?)
• Title not available (Why is that?)
• Faithful couplings of Markov chains: Now equals forever
• Variable length path coupling
• A note on disagreement percolation

Cited In (2)

• Title not available (Why is that?)
• Splicing of Markov and weak Markov systems

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