Efficient Markovian couplings: Examples and counterexamples.
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Publication:1884821
DOI10.1214/aoap/1019487348zbMath1054.60077OpenAlexW2041355784WikidataQ124944152 ScholiaQ124944152MaRDI QIDQ1884821
Krzysztof Burdzy, Wilfrid S. Kendall
Publication date: 27 October 2004
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019487348
monotonicitydiffusionMarkov chainspectral gapreflecting Brownian motionperfect simulationexact simulationsynchronous couplingmirror couplingco-adapted couplingChen-optimal couplingcoupling exponentefficient coupling heuristicprice of perfection
Applications of stochastic analysis (to PDEs, etc.) (60H30) Continuous-time Markov processes on discrete state spaces (60J27)
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