Faithful couplings of Markov chains : now equals foreverbyJeffrey

@inproceedings{Rosenthal1995FaithfulCO,
  title={Faithful couplings of Markov chains : now equals foreverbyJeffrey},
  author={Skip Rosenthal},
  year={1995}
}
This short note considers the usual coupling approach to bounding convergence of Markov chains. It addresses the question of whether it suffices to have two chains become equal at a single time, or whether it is necessary to have them then remain equal for all future times. Let P (x, ·) be the transition probabilities for a Markov chain on a Polish state space X . Let μ and ν be two initial distributions for the chain. This paper is related to the problem of bounding the total variation… CONTINUE READING

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