On coupling of Markov chains
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Publication:4127725
DOI10.1007/BF00532957zbMATH Open0356.60003OpenAlexW2024900792MaRDI QIDQ4127725FDOQ4127725
Authors: Jim Pitman
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532957
Cites Work
- The Poisson Approximation to the Poisson Binomial Distribution
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- A maximal coupling for Markov chains
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- Two methods of randomization in statistics and the theory of games
- The Poisson approximation for dependent events
- A general Poisson approximation theorem
- Birth, death and conditioning of Markov chains
- Uniform rates of convergence for Markov chain transition probabilities
- Partial coupling and loss of memory for Markov chains
- A note on random times
Cited In (30)
- The coupling of renewal processes and its applications
- Numerical computations of geometric ergodicity for stochastic dynamics
- A strong duality principle for equivalence couplings and total variation
- Coupling, local times, immersions
- Derivatives of the stochastic growth rate
- Total variation cutoff in birth-and-death chains
- Coupling in the Heisenberg group and its applications to gradient estimates
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- On coupling and the approximation of the permanent
- Optimal Markovian coupling for finite activity Lévy processes
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
- Metropolis-Hastings transition kernel couplings
- Perturbed Markov chains with damping component
- On asymptotics for Vaserstein coupling of Markov chains
- Constructing maximal germ couplings of Brownian motions with drift
- Strong uniform times and finite random walks
- Rigidity for Markovian maximal couplings of elliptic diffusions
- Coupling and ergodic theorems for Markov chains with damping component
- Geometric ergodicity of the bouncy particle sampler
- Pairwise near-maximal grand coupling of Brownian motions
- Optimal coupling of jumpy Brownian motion on the circle
- 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
- Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization
- Internal DLA on cylinder graphs: fluctuations and mixing
- 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
- MEXIT: maximal un-coupling times for stochastic processes
- Faithful couplings of Markov chains: Now equals forever
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