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In and Out of Equilibrium 3: Celebrating Vladas SidoraviciusNon-Coupling from the Past

In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius: Non-Coupling from the Past [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 trajectories. The issue of the coalescence or non-coalescence of trajectories of a finite state space Markov chain is investigated in this note. The notion of the ‘coalescence number’ k(μ) of a Markovian coupling μ is introduced, and results are presented concerning the set K(P) of coalescence numbers of couplings corresponding to a given transition matrix P.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

In and Out of Equilibrium 3: Celebrating Vladas SidoraviciusNon-Coupling from the Past

Part of the Progress in Probability Book Series (volume 77)
Editors: Vares, Maria Eulália; Fernández, Roberto; Fontes, Luiz Renato; Newman, Charles M.

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References (13)

Publisher
Springer International Publishing
Copyright
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
ISBN
978-3-030-60753-1
Pages
471 –485
DOI
10.1007/978-3-030-60754-8_22
Publisher site
See Chapter on Publisher Site

Abstract

[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 trajectories. The issue of the coalescence or non-coalescence of trajectories of a finite state space Markov chain is investigated in this note. The notion of the ‘coalescence number’ k(μ) of a Markovian coupling μ is introduced, and results are presented concerning the set K(P) of coalescence numbers of couplings corresponding to a given transition matrix P.]

Published: Nov 4, 2020

Keywords: Markov chain; Coupling from the past; CFTP; Perfect simulation; Coalescence; Coalescence number

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