Shift-coupling

DOI10.1016/0304-4149(93)90034-2zbMath0769.60062OpenAlexW4213088112MaRDI QIDQ1208927

Hermann Thorisson, David J. Aldous

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90034-2

zbMATH Keywords

harmonic functionscouplingshift-couplingcoupling time distributiontail sigma-fields

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) General theory of stochastic processes (60G07)

Related Items (25)

A condition for the equivalence of coupling and shift coupling. ⋮ Asymptotically invariant sampling and averaging ⋮ Shift-coupling in continuous time ⋮ Transporting random measures on the line and embedding excursions into Brownian motion ⋮ Stationary regimes for inventory processes ⋮ On time- and cycle-stationarity ⋮ Convergence rates of attractive-repulsive MCMC algorithms ⋮ Coupling and harmonic functions in the case of continuous time Markov processes ⋮ Coupling, spectral gap and related topics. I ⋮ Eigentime identity for asymmetric finite Markov chains ⋮ Unnamed Item ⋮ Coupling for Ornstein-Uhlenbeck processes with jumps ⋮ Transforming random elements and shifting random fields ⋮ Faithful couplings of Markov chains: Now equals forever ⋮ SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS ⋮ Coupling, convergence rates of Markov processes and weak Poincaré inequalities ⋮ Convergence controls for MCMC algorithms, with applications to hidden markov chains ⋮ On the modified Palm version ⋮ Efficient Simulation via Coupling ⋮ A Liapounov bound for solutions of the Poisson equation ⋮ Shift–Coupling and Maximality ⋮ Coupling in the theory of interacting systems ⋮ Shift-coupling and a zero-one law for random walk in random environment ⋮ On coupling of stochastic processes with embedded point processes ⋮ Coupling of convergence of random elements, processes, and regenerative processes

Cites Work

• Unnamed Item
• Asymptotic fringe distributions for general families of random trees
• Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case)
• Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation
• Couplings of Markov chains by randomized stopping times. II: Short couplings for 0-recurrent chains and harmonic functions
• A simple coupling of renewal processes
• Maximal coupling

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