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dc.contributor.authorBurdzy, Krzysztof
dc.contributor.authorKendall, Wilfrid S.
dc.date.accessioned2005-11-29T01:36:34Z
dc.date.available2005-11-29T01:36:34Z
dc.date.issued2000-05
dc.identifier.citationBurdzy, K. & W.S. Kendall. (2000). Efficient Markovian couplings: Examples and counterexamples. Annals of Applied Probability, 10(2), 362-409.en
dc.identifier.urihttp://hdl.handle.net/1773/2199
dc.description.abstractIn this paper we study the notion of an efficient coupling of Markov processes. Informally, an efficient coupling is one which couples at the maximum possible exponential rate, as given by the spectral gap. This notion is of interest not only for its own sake, but also of growing importance arising from the recent advent of methods of "perfect simulation": it helps to establish the "price of perfection" for such methods. In general one can always achieve efficient coupling if the coupling is allowed to "cheat" (if each component's behaviour is affected by future behaviour of the other component), but the situation is more interesting if the coupling is required to be co-adapted. We present an informal heuristic for the existence of an efficient coupling, and justify the heuristic by proving rigorous results and examples in the contexts of finite reversible Markov chains and of reflecting Brownian motion in planar domains.en
dc.format.extent397268 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.publisherInstitute of Mathematical Statisticsen
dc.subjectdiffusionen
dc.subjectChen-optimal couplingen
dc.subjectco-adapted couplingen
dc.subjectcoupling exponenten
dc.subjectefficient couplingen
dc.subjectefficient coupling heuristicen
dc.subjectexact simulationen
dc.subjectMarkov chainen
dc.subjectmirror couplingen
dc.subjectmonotonicityen
dc.subjectperfect simulationen
dc.subjectprice of perfectionen
dc.subjectreflecting Brownian motionen
dc.subjectspectral gapen
dc.subjectsynchronous couplingen
dc.titleEfficient Markovian couplings: Examples and counterexamplesen
dc.title.alternativeEfficient Markovian couplingsen
dc.typeArticleen


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