Optimal markovian couplings and applications

DOI10.1007/BF02560717zbMATH Open0813.60068MaRDI QIDQ4319233FDOQ4319233

Authors: Mu-Fa Chen 

Publication date: 11 January 1995

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

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zbMATH Keywords

random walkcoupling measureoptimal coupling of birth-death processes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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• Prescribing a System of Random Variables by Conditional Distributions
• Coupling of multidimensional diffusions by reflection
• Gradient estimates on manifolds using coupling
• Coupling methods for multidimensional diffusion processes
• Nonnegative ricci curvature and the brownian coupling property
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• ExponentialL 2-convergence andL 2-spectral gap for Markov processes
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• A maximal coupling for Markov chains
• Exponential \(L_ 2\) convergence of attractive reversible nearest particle systems
• \(L_ 2\) rates of convergence for attractive reversible nearest particle systems: The critical case
• Coupling for jump processes
• Ergodic theorems for reaction-diffusion processes

Cited In (30)

• A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains
• Reaction-diffusion processes
• Estimation of spectral gap for Markov chains
• FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
• General estimate of the first eigenvalue on manifolds
• 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
• A unified approach to coupling SDEs driven by Lévy noise and some applications
• Efficient Markovian couplings: Examples and counterexamples
• 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
• Title not available (Why is that?)
• A Class of Multidimensional Q-Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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

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