Optimal markovian couplings and applications

DOI10.1007/BF02560717zbMath0813.60068MaRDI QIDQ4319233

Chen Mu-Fa

Publication date: 11 January 1995

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

zbMATH Keywords

random walkcoupling measureoptimal coupling of birth-death processes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (max. 100)

Efficient Markovian couplings: Examples and counterexamples. ⋮ A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains ⋮ The roles of coupling and the deviation matrix in determining the value of capacity in \(\mathrm{M}/\mathrm{M}/1/C\) queues ⋮ General formula for lower bound of the first eigenvalue on Riemannian manifolds ⋮ Coupling, spectral gap and related topics. I ⋮ Maximal coupling of Euclidean Brownian motions ⋮ Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes ⋮ Estimation of spectral gap for Markov chains ⋮ General estimate of the first eigenvalue on manifolds ⋮ Algebraic convergence of Markov chains ⋮ Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus ⋮ Optimal Markovian coupling and exponential convergence rate for the TCP process ⋮ A unified approach to coupling SDEs driven by Lévy noise and some applications ⋮ A Class of Multidimensional Q-Processes ⋮ Reaction-diffusion processes ⋮ Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances ⋮ FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES ⋮ Ergodicity of regime-switching diffusions in Wasserstein distances ⋮ Existence of the optimal measurable coupling and ergodicity for Markov processes ⋮ Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions ⋮ Estimation of spectral gap for elliptic operators ⋮ Efficient Markovian couplings: Examples and counterexamples

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ergodic theorems for reaction-diffusion processes
• Coupling of multidimensional diffusions by reflection
• \(L_ 2\) rates of convergence for attractive reversible nearest particle systems: The critical case
• Gradient estimates on manifolds using coupling
• Coupling methods for multidimensional diffusion processes
• Exponential \(L_ 2\) convergence of attractive reversible nearest particle systems
• Nonnegative ricci curvature and the brownian coupling property
• ExponentialL 2-convergence andL 2-spectral gap for Markov processes
• A maximal coupling for Markov chains
• Coupling for jump processes
• Prescribing a System of Random Variables by Conditional Distributions

This page was built for publication: Optimal markovian couplings and applications