 Coalescing coupling

A coalescing coupling of probability distributions of two Markov chains keeps them identical after a meeting time $T$. The coupling inequality for total variation gives $\Vert P^t(x,\cdot )-P^t(y,\cdot ){\Vert }_{\mathrm{TV}}\le \mathbb{P}(T>t)$. A uniform bound on $\mathbb{E}T$, combined with Markov inequality, bounds the mixing time of a Markov chain.