A maximal coupling for Markov chains
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Publication:4056799
DOI10.1007/BF00539434zbMATH Open0301.60043WikidataQ106810716 ScholiaQ106810716MaRDI QIDQ4056799FDOQ4056799
Authors: David Griffeath 
Publication date: 1975
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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Cited In (67)
- A strong duality principle for equivalence couplings and total variation
- Removing logarithms in Poisson approximation to the partial sum process of a Markov chain
- Optimal Markovian coupling for finite activity Lévy processes
- Metropolis-Hastings transition kernel couplings
- Constructing maximal germ couplings of Brownian motions with drift
- Optimal coupling of jumpy Brownian motion on the circle
- On Polynomial Bounds of Convergence for the Availability Factor
- Contraction rate estimates of stochastic gradient kinetic Langevin integrators
- Exact asymptotics for the stationary distribution of a Markov chain: a production model
- The coupling of renewal processes and its applications
- Numerical computations of geometric ergodicity for stochastic dynamics
- On coupling of discrete renewal processes
- Simple conditions for metastability of continuous Markov chains
- Coupling, local times, immersions
- The ergodic theory of Markov chains in random environments
- Optimal markovian couplings and applications
- Derivatives of the stochastic growth rate
- Optimal coadapted coupling for a random walk on the hyper-complete graph
- Total variation cutoff in birth-and-death chains
- Efficient Markovian couplings: Examples and counterexamples.
- Coupling in the Heisenberg group and its applications to gradient estimates
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- A note on formal constructions of sequential conditional couplings
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
- Perturbed Markov chains with damping component
- On asymptotics for Vaserstein coupling of Markov chains
- Coupling method for backward renewal process and Lorden's inequality
- On uniqueness of maximal coupling for diffusion processes with a reflection
- Strong uniform times and finite random walks
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- Efficient Markovian couplings: Examples and counterexamples
- Exponential mixing under controllability conditions for \textsc{sde}s driven by a degenerate Poisson noise
- Rigidity for Markovian maximal couplings of elliptic diffusions
- Limit theorems for one-dimensional diffusions and random walks in random environments
- Coupling and ergodic theorems for Markov chains with damping component
- Title not available (Why is that?)
- On improved bounds and conditions for the convergence of Markov chains
- Mixing Rates for a Random Walk on the Cube
- Maximal coupling of Euclidean Brownian motions
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- Time to Stationarity for a Continuous-Time Markov Chain
- Pairwise near-maximal grand coupling of Brownian motions
- On some extended Erlang-Sevastyanov queueing system and its convergence rate
- Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings
- On coupling of stochastic processes with embedded point processes
- Some remarks on coupling of dependent random variables
- Some asymptotic results for the branching process with immigration
- Coupling based estimation approaches for the average reward performance potential in Markov chains
- A maximal coupling for Markov chains
- On strong bounds of rate of convergence for regenerative processes
- Maximal coupling
- On the exponential convergence rate of the distribution for some nonregenerative reliability system
- On Poisson approximation to the partial sum process of a Markov chain
- On coupling of Markov chains
- Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization
- Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case)
- Cutoff phenomenon for the warp-transpose top with random shuffle
- Internal DLA on cylinder graphs: fluctuations and mixing
- Periodic regeneration
- Stein's method for compound geometric approximation
- Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube
- Coupling the Kolmogorov diffusion: maximality and efficiency considerations
- Generating a random permutation with random transpositions
- Threshold phenomena in the transient behaviour of Markovian models of communication networks and databases
- MEXIT: maximal un-coupling times for stochastic processes
- On mixing times for stratified walks on thed-cube
- Faithful couplings of Markov chains: Now equals forever
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