Optimal markovian couplings and applications
From MaRDI portal
Publication:4319233
Recommendations
- scientific article; zbMATH DE number 868156
- scientific article; zbMATH DE number 1004228
- Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
- Efficient Markovian couplings: Examples and counterexamples
- scientific article; zbMATH DE number 1078384
Cites work
- scientific article; zbMATH DE number 53531 (Why is no real title available?)
- scientific article; zbMATH DE number 837692 (Why is no real title available?)
- scientific article; zbMATH DE number 3892344 (Why is no real title available?)
- A maximal coupling for Markov chains
- Coupling for jump processes
- Coupling methods for multidimensional diffusion processes
- Coupling of multidimensional diffusions by reflection
- Ergodic theorems for reaction-diffusion processes
- Exponential \(L_ 2\) convergence of attractive reversible nearest particle systems
- ExponentialL 2-convergence andL 2-spectral gap for Markov processes
- Gradient estimates on manifolds using coupling
- Nonnegative ricci curvature and the brownian coupling property
- Prescribing a System of Random Variables by Conditional Distributions
- \(L_ 2\) rates of convergence for attractive reversible nearest particle systems: The critical case
Cited in
(30)- A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains
- Reaction-diffusion processes
- Estimation of spectral gap for Markov chains
- General estimate of the first eigenvalue on manifolds
- FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
- Efficient Markovian couplings: Examples and counterexamples.
- On optimal stationary couplings between stationary processes
- Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
- Optimal Markovian coupling for finite activity Lévy processes
- General formula for lower bound of the first eigenvalue on Riemannian manifolds
- The roles of coupling and the deviation matrix in determining the value of capacity in \(\mathrm{M}/\mathrm{M}/1/C\) queues
- Efficient Markovian couplings: Examples and counterexamples
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- Existence of the optimal measurable coupling and ergodicity for Markov processes
- Optimal Markovian coupling and exponential convergence rate for the TCP process
- A counterexample for the optimality of Kendall-Cranston coupling
- Algebraic convergence of Markov chains
- Numerically Optimized Markovian Coupling and Mixing in One‐Dimensional Maps
- Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes
- Maximal coupling of Euclidean Brownian motions
- scientific article; zbMATH DE number 1163798 (Why is no real title available?)
- A Class of Multidimensional Q-Processes
- scientific article; zbMATH DE number 1829583 (Why is no real title available?)
- scientific article; zbMATH DE number 2169738 (Why is no real title available?)
- scientific article; zbMATH DE number 2169722 (Why is no real title available?)
- Ergodicity of regime-switching diffusions in Wasserstein distances
- Estimation of spectral gap for elliptic operators
- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
- Coupling, spectral gap and related topics. I
- Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus
This page was built for publication: Optimal markovian couplings and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4319233)
