Segregating Markov chains

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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.









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