A maximal coupling for Markov chains
From MaRDI portal
Publication:4056799
DOI10.1007/BF00539434zbMath0301.60043WikidataQ106810716 ScholiaQ106810716MaRDI QIDQ4056799
Publication date: 1975
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (63)
Rigidity for Markovian maximal couplings of elliptic diffusions ⋮ Coupling in the Heisenberg group and its applications to gradient estimates ⋮ The coupling of renewal processes and its applications ⋮ Efficient Markovian couplings: Examples and counterexamples. ⋮ Coupling all the Lévy stochastic areas of multidimensional Brownian motion ⋮ Derivatives of the stochastic growth rate ⋮ Strong uniform times and finite random walks ⋮ Total variation cutoff in birth-and-death chains ⋮ On mixing times for stratified walks on thed-cube ⋮ Limit theorems for one-dimensional diffusions and random walks in random environments ⋮ A note on formal constructions of sequential conditional couplings ⋮ On improved bounds and conditions for the convergence of Markov chains ⋮ Pairwise near-maximal grand coupling of Brownian motions ⋮ On Strong Bounds of Rate of Convergence for Regenerative Processes ⋮ On Polynomial Bounds of Convergence for the Availability Factor ⋮ Some asymptotic results for the branching process with immigration ⋮ On some extended Erlang-Sevastyanov queueing system and its convergence rate ⋮ Maximal coupling of Euclidean Brownian motions ⋮ On Poisson approximation to the partial sum process of a Markov chain ⋮ On the exponential convergence rate of the distribution for some nonregenerative reliability system ⋮ Optimal markovian couplings and applications ⋮ Cutoff phenomenon for the warp-transpose top with random shuffle ⋮ A strong duality principle for equivalence couplings and total variation ⋮ Mixing Rates for a Random Walk on the Cube ⋮ Optimal coupling of jumpy Brownian motion on the circle ⋮ New rates for exponential approximation and the theorems of Rényi and Yaglom ⋮ Internal DLA on cylinder graphs: fluctuations and mixing ⋮ A maximal coupling for Markov chains ⋮ Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) ⋮ MEXIT: maximal un-coupling times for stochastic processes ⋮ Unnamed Item ⋮ Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube ⋮ On asymptotics for Vaserstein coupling of Markov chains ⋮ Numerical computations of geometric ergodicity for stochastic dynamics ⋮ Stein's Method for Compound Geometric Approximation ⋮ Coupling Method for Backward Renewal Process and Lorden’s Inequality ⋮ Perturbed Markov chains with damping component ⋮ Faithful couplings of Markov chains: Now equals forever ⋮ Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph ⋮ On uniqueness of maximal coupling for diffusion processes with a reflection ⋮ Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case ⋮ Removing logarithms in Poisson approximation to the partial sum process of a Markov chain ⋮ On coupling of Markov chains ⋮ The ergodic theory of Markov chains in random environments ⋮ A unified approach to coupling SDEs driven by Lévy noise and some applications ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Exponential mixing under controllability conditions for \textsc{sde}s driven by a degenerate Poisson noise ⋮ On coupling of discrete renewal processes ⋮ Coupling based estimation approaches for the average reward performance potential in Markov chains ⋮ Simple conditions for metastability of continuous Markov chains ⋮ Maximal coupling ⋮ Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization ⋮ Coupling and ergodic theorems for Markov chains with damping component ⋮ Threshold phenomena in the transient behaviour of Markovian models of communication networks and databases ⋮ Exact asymptotics for the stationary distribution of a Markov chain: a production model ⋮ Time to Stationarity for a Continuous-Time Markov Chain ⋮ Generating a random permutation with random transpositions ⋮ Periodic regeneration ⋮ Coupling, local times, immersions ⋮ Efficient Markovian couplings: Examples and counterexamples ⋮ On coupling of stochastic processes with embedded point processes ⋮ Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings ⋮ Some remarks on coupling of dependent random variables
Cites Work
- Contact interactions on a lattice
- An ergodic theorem for Markov chains
- A maximal coupling for Markov chains
- Uniform rates of convergence for Markov chain transition probabilities
- The Tail $\sigma$-Field of a Markov Chain and a Theorem of Orey
- Random walks. I
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A maximal coupling for Markov chains
