Faithful couplings of Markov chains: Now equals forever

DOI10.1006/AAMA.1996.0515zbMATH Open0872.60050OpenAlexW2023534876MaRDI QIDQ678615FDOQ678615

Authors: Jeffrey S. Rosenthal 

Publication date: 15 September 1997

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/aama.1996.0515

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zbMATH Keywords

coupling constructions for Markov chainsshift-couplings

Mathematics Subject Classification ID

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

Cites Work

• Sampling-Based Approaches to Calculating Marginal Densities
• Markov chains and stochastic stability
• General Irreducible Markov Chains and Non-Negative Operators
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Title not available (Why is that?)
• The coupling of regenerative processes
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• Computable bounds for geometric convergence rates of Markov chains
• A simple coupling of renewal processes
• A maximal coupling for Markov chains
• A refinement of the coupling method in renewal theory
• Shift-coupling and convergence rates of ergodic averages
• Shift-coupling
• On coupling of Markov chains
• Title not available (Why is that?)

Cited In (20)

• Markovian couplings staying in arbitrary subsets of the state space
• Coupling, local times, immersions
• Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
• SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
• A note on formal constructions of sequential conditional couplings
• Optimal Markovian coupling for finite activity Lévy processes
• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• Metric properties of discrete time exclusion type processes in continuum
• On the central limit theorem for geometrically ergodic Markov chains
• Segregating Markov chains
• Title not available (Why is that?)
• An upper bound on the convergence time of the Gibbs sampler in Ising models
• A note on disagreement percolation
• Coupling the Kolmogorov diffusion: maximality and efficiency considerations
• Convergence rate bounds for iterative random functions using one-shot coupling
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
• Title not available (Why is that?)
• MEXIT: maximal un-coupling times for stochastic processes
• On quasi-successful couplings of Markov processes

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