Coupling for features of random walks
Probability
2019-10-09 v1
Abstract
We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we explore how this technique may be used to obtain bounds on the mixing of a statistic instead.
Cite
@article{arxiv.1910.03265,
title = {Coupling for features of random walks},
author = {Graham White},
journal= {arXiv preprint arXiv:1910.03265},
year = {2019}
}