Related papers: Coupling for features of random walks
One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal and generalized by Madras and Sezer. The method is divided…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
The method of 'coupling from the past' permits exact sampling from the invariant distribution of a Markov chain on a finite state space. The coupling is successful whenever the stochastic dynamics are such that there is coalescence of all…
The dynamical systems found in Nature are rarely isolated. Instead they interact and influence each other. The coupling functions that connect them contain detailed information about the functional mechanisms underlying the interactions and…
A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…
The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…
Concentration bounds for non-product, non-Haar measures are fairly recent: the first such result was obtained for contracting Markov chains by Marton in 1996 via the coupling method. The work that followed, with few exceptions, also used…
A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Threshold approach that approximates the distribution above high…
We survey recent results concerning the total-variation mixing time of the simple exclusion process on the segment (symmetric and asymmetric) and a continuum analog, the simple random walk on the simplex with an emphasis on cutoff results.…
Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Various theoretical results provide upper bounds on the…
In this review, a model (the Random Coupling Model) that gives a statistical description of the coupling of radiation into and out of large enclosures through localized and/or distributed channels is presented. The Random Coupling Model…
Considering a Markov chain defined on a cycle, near-quadratic improvement of mixing is shown when only a subtle perturbation is introduced to the structure and non-reversible transition probabilities are used. More precisely, a mixing time…
Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…
Determining the total variation mixing time of Kac's random walk on the special orthogonal group $\mathrm{SO}(n)$ has been a long-standing open problem. In this paper, we construct a novel non-Markovian coupling for bounding this mixing…
This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same…
We describe a new family of coupling designs, extending the basic principle of stratified randomization to experiments with continuous, constrained multivariate, text/image and other irregular treatment spaces. Our approach is to first…
We compute the stationary distribution of a continuous-time Markov chain which is constructed by gluing together two finite, irreducible Markov chains by identifying a pair of states of one chain with a pair of states of the other and…
Robust estimates for the performance of complicated queueing networks can be obtained by showing that the number of jobs in the network is stochastically comparable to a simpler, analytically tractable reference network. Classical coupling…
Quantum walks on graphs have been shown in certain cases to mix quadratically faster than their classical counterparts. Lifted Markov chains, consisting of a Markov chain on an extended state space which is projected back down to the…
We propose a new modification of the coupling method for renewal process in continuous time. We call this modification "the stationary coupling method", and construct it primarily to obtain the bounds for convergence rate of the…