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Timo Vilkas

Senior lecturer

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Segregating Markov Chains

Author

  • Timo Hirscher
  • Anders Martinsson

Summary, in English

Dealing with finite Markov chains in discrete time, the focus often lies on convergence behavior and one tries to make different copies of the chain meet as fast as possible and then stick together. There are, however, discrete finite (reducible) Markov chains, for which two copies started in different states can be coupled to meet almost surely in finite time, yet their distributions keep a total variation distance bounded away from 0, even in the limit as time tends to infinity. We show that the supremum of total variation distance kept in this context is 12.

Publishing year

2018-09-01

Language

English

Pages

1512-1538

Publication/Series

Journal of Theoretical Probability

Volume

31

Issue

3

Document type

Journal article

Publisher

Springer

Topic

  • Probability Theory and Statistics

Keywords

  • Coupling inequality
  • Markov chain
  • Non-Markovian coupling
  • Total variation distance

Status

Published

ISBN/ISSN/Other

  • ISSN: 0894-9840