Segregating Markov chains
type: Item
instance of: scholarly article
title: Segregating Markov chains
zbMATH Open document ID: 1414.60058
author: Timo Hirscher
author: Anders Martinsson
published in: Journal of Theoretical Probability
publication date: 2018-10-26T00:00:00Z
full work available at URL: https://arxiv.org/abs/1510.03661
review text: If the distribution of a Markov chain converges to some distribution \(\pi \) irrespectively of initial distribution, the speed of convergence is measured by means of the variation distance. Sometimes it is more convenient to consider \(\sup \| P^n(x,\cdot)-P^n(y,\cdot)\| _{TV}\). \textit{O. Häggström} [Random Struct. Algorithms 18, No. 3, 267--278 (2001; Zbl 1002.60096)] gave an example of a finite reducible Markov chain with the property: two copies of the chain, starting in different states \(x\) and \(y\), can be coupled in a way that they meet in a finite time but the total variation distance never goes down a fixed positive value, this is called the segregation of two states. The paper continues the investigation of this phenomenon. Namely, it considers two coupled copies of a Markov chain on a countable state space starting from the points \(x\) and \(y\), they meet after time \(\tau \). If the two copies can be coupled so that \(P\{\tau <\infty \}=1\), then \[ \sup \lim_{n\to \infty }\| P^n(x,\cdot)-P^n(y,\cdot)\| _{TV}\leq 1/2, \] where the supremum is taken over transition matrices \(P\) and states \(x\) and \(y\).
reviewed by: László Lakatos
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 6966128
zbMATH Keywords: Markov chain
zbMATH Keywords: non-Markovian coupling
zbMATH Keywords: total variation distance
zbMATH Keywords: coupling inequality
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2242607452
arXiv ID: 1510.03661
cites work: Q4398864
cites work: A note on disagreement percolation
cites work: Variable length path coupling
cites work: Foundations of Modern Probability
cites work: Q4226355
cites work: Faithful couplings of Markov chains: Now equals forever
Wikidata QID: Q59611750
DOI: 10.1007/S10959-017-0743-7
Recommended article: Q3793461
Recommended article: Separation and coupling cutoffs for tuples of independent Markov processes
Recommended article: Q3788832
Recommended article: A variant of the Skorokhod theorem for Markov sequences
Recommended article: Reduction of Markov chains with two-time-scale state transitions
Recommended article: Characterization of cutoff for reversible Markov chains
Recommended article: Total variation cutoff in birth-and-death chains
description: scientific article