Efficient Markovian couplings: Examples and counterexamples

DOI10.1214/AOAP/1019487348zbMATH Open0957.60083OpenAlexW2041355784WikidataQ124944152 ScholiaQ124944152MaRDI QIDQ811755FDOQ811755

K. Burdzy, Wilfrid S. Kendall

Publication date: 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1019487348

zbMATH Keywords

Markov chaindimensionfractalramdom walk

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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• Convergence of Slice Sampler Markov Chains
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• A counterexample to the ``hot spots conjecture
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• Lifetimes of conditioned diffusions
• Efficient coupling on the circle
• Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains

Cited In (23)

• The mathematics of mixing things up
• Simultaneous boundary hitting by coupled reflected Brownian motions
• Coupling, local times, immersions
• Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
• A stochastic target approach to Ricci flow on surfaces
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion
• Perfect simulation for a class of positive recurrent Markov chains
• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• Metropolis-Hastings transition kernel couplings
• Constructing maximal germ couplings of Brownian motions with drift
• On the ``hot spots conjecture of J. Rauch
• Fiber Brownian motion and the ``hot spots problem
• Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
• Internal DLA on cylinder graphs: fluctuations and mixing
• The Markov chain Monte Carlo revolution
• Coupling the Kolmogorov diffusion: maximality and efficiency considerations
• The hot spots problem in planar domains with on hole
• Scaling coupling of reflecting Brownian motions and the hot spots problem
• Mirror and synchronous couplings of geometric Brownian motions
• Spatial coupling of neutral measure-valued population models
• The heat equation and reflected Brownian motion in time-dependent domains.
• MEXIT: maximal un-coupling times for stochastic processes
• On Neumann eigenfunctions in lip domains

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