On coupling of Markov chains

DOI10.1007/BF00532957zbMath0356.60003OpenAlexW2024900792MaRDI QIDQ4127725

Jim W. 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

Mathematics Subject Classification ID

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

Related Items (27)

Rigidity for Markovian maximal couplings of elliptic diffusions ⋮ Coupling in the Heisenberg group and its applications to gradient estimates ⋮ The coupling of renewal processes and its applications ⋮ Coupling all the Lévy stochastic areas of multidimensional Brownian motion ⋮ Derivatives of the stochastic growth rate ⋮ Strong uniform times and finite random walks ⋮ Total variation cutoff in birth-and-death chains ⋮ Pairwise near-maximal grand coupling of Brownian motions ⋮ On coupling and the approximation of the permanent ⋮ Geometric ergodicity of the bouncy particle sampler ⋮ A strong duality principle for equivalence couplings and total variation ⋮ Optimal coupling of jumpy Brownian motion on the circle ⋮ Internal DLA on cylinder graphs: fluctuations and mixing ⋮ MEXIT: maximal un-coupling times for stochastic processes ⋮ Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube ⋮ On asymptotics for Vaserstein coupling of Markov chains ⋮ Numerical computations of geometric ergodicity for stochastic dynamics ⋮ Stein's Method for Compound Geometric Approximation ⋮ Perturbed Markov chains with damping component ⋮ Faithful couplings of Markov chains: Now equals forever ⋮ Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization ⋮ Coupling and ergodic theorems for Markov chains with damping component ⋮ Coupling, local times, immersions ⋮ On coupling of stochastic processes with embedded point processes ⋮ Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Cites Work

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• The Poisson approximation for dependent events
• A general Poisson approximation theorem
• Partial coupling and loss of memory for Markov chains
• Birth, death and conditioning of Markov chains
• A note on random times
• The Poisson Approximation to the Poisson Binomial Distribution
• A maximal coupling for Markov chains
• Uniform coupling of non-homogeneous Markov chains
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Uniform rates of convergence for Markov chain transition probabilities
• Two methods of randomization in statistics and the theory of games

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