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For any coupling of random variables, the coupling characterization of total variation distance gives $d_{\mathrm{TV}}(\mathcal{L}(X),\mathcal{L}(Y))\le \mathbb{P}(X\ne Y)$, where $\mathcal{L}$ denotes the law of a random variable. If two coupled Markov chains stay identical after their coalescence time $T$, then $\{X_t\ne Y_t\}\subseteq \{T>t\}$ andThe persistent agreement is essential: a first meeting time does not give this bound if the chains can separate again. A coalescing coupling turns a difficult comparison of probability distributions into a concrete question about how long a joint simulation takes to merge.

A maximal coupling of two probability distributions maximizes the agreement probability $\mathbb{P}(X=Y)$ among all their couplings. Equivalently, it minimizes $\mathbb{P}(X\ne Y)$. The coupling characterization of total variation distance identifies the minimum mismatch with the total variation distance of the two marginal laws. The term maximal concerns agreement, rather than the size of a correlation coefficient or closeness in a geometric metric.

On a finite set, retain all common probability mass at equal pairs and match the excesses elsewhere. The explicit four-outcome example in coupling characterization of total variation distance realizes this construction and checks its marginal distributions. A maximal coupling need not be unique: different joint arrangements of the residual mass can have the same optimal mismatch.

Let $P$ be the transition matrix of a finite irreducible Markov chain with at least two states, reversible with stationary distribution $\pi$. Its Dirichlet form of a Markov chain isThe Discrete Poincare inequality states that ${\mathrm{Var}}_{\pi }f\le C\mathcal{E}(f,f)$ for every real $f$. Its optimal constant is $C=(1-{\lambda }_2{)}^{-1}$, where ${\lambda }_2$ is the second largest eigenvalue of $P$. Indeed, detailed balance makes $P$ self-adjoint on $L^2(\pi )$. Expand $f-\pi (f)={\sum }_{j\ge 2}{a}_j{v}_j$ in an orthonormal eigenbasis. Then ${\mathrm{Var}}_{\pi }f=\sum a_j^2$ and $\mathcal{E}(f,f)=\sum (1-{\lambda }_j)a_j^2$, proving the inequality and its sharpness.

The useful constructive version is the canonical paths Poincare bound. Choose transition graph paths ${\gamma }_{xy}$ between each ordered pair, write $Q(u,v)=\pi (u)P(u,v)$, and definewhere $N_{uv}$ counts occurrences of the directed transition. The Cauchy-Schwarz inequality along each path in a graph gives $(f(x)-f(y){)}^2\le |{\gamma }_{xy}|{\sum }_{{\gamma }_{xy}}(f(u)-f(v){)}^2$. Multiply by $\pi (x)\pi (y)/2$ and sum. The identity ${\mathrm{Var}}_{\pi }f=\frac{1}{2}{\sum }_{x,y}\pi (x)\pi (y)(f(x)-f(y){)}^2$ proves ${\mathrm{Var}}_{\pi }f\le \rho \mathcal{E}(f,f)$.

For a lazy Markov chain this also proves the mixing time estimateTo see this, the centred initial density has $L^2(\pi )$ norm at most $\pi (x{)}^{-1/2}$; laziness puts all nonconstant eigenvalues between zero and $1-{\rho }^{-1}$. Their powers contract that norm, and the Cauchy-Schwarz inequality bounds total variation distance by half the density's $L^2(\pi )$ norm.

Here is a precise sufficient density condition for the permanent application: every row and every column has more than $n/2$ ones. Interpret the permanent of a matrix as the number $m_n$ of perfect matchings in its bipartite graph, with $n$ vertices per side. Write $m_k$ for the number of $k$-edge matchings in a graph.

First prove the short augmenting paths in a dense bipartite graph bound. Given a nonperfect matching in a graph, choose unmatched $u,v$ on opposite sides. If either has an unmatched neighbour, augment with one edge. Otherwise the matched partners of $N(u)$ and the neighbours $N(v)$ are subsets of the same $n$-element side whose total size exceeds $n$. Their intersection gives an alternating path in a graph $u,b,a,v$ of length three, with $ab$ a matching edge. Repeating proves $m_n>0$. Choose augmentations by a fixed deterministic rule. A reverse augmentation is specified by at most four vertices, so a next-size matching in a graph has at most $C_0=2n^4$ preimages. Therefore

Use the matching generating function $Z(\lambda )={\sum }_{k=0}^n{m}_k{\lambda }^k$ and the weighted matching Markov chain on all matchings in a graph, with stationary weights ${\pi }_{\lambda }(M)={\lambda }^{|M|}/Z(\lambda )$. It stays put with probability $1/2$; otherwise it chooses a graph edge uniformly and proposes its deletion, its addition if both endpoints are unmatched, or its exchange for the unique incident matching edge if precisely one endpoint is matched. Other proposals stay put. Accept with probability $\min (1,{\lambda }^{|M^{\prime }|-|M|})$. Reverse proposals use the opposite exchanged edge, so detailed balance holds. Deletions connect every state to the empty matching in a graph.

For completeness, the canonical paths for the weighted matching chain give a polynomial bound without assuming a mixing theorem. The symmetric difference $I△F$ consists of alternating graph paths and graph cycles. Order its components deterministically, orient open components from their smaller endpoint, and convert them from $I$ to $F$ by moving an unmatched endpoint with exchanges. If the first edge belongs to $I$, delete it first. For a graph cycle, delete one $I$-edge, move the unmatched endpoint around the opened cycle, then insert the last $F$-edge. Each intermediate state is a matching in a graph, and each entire transition path in a graph has length at most $4n$.

Fix a directed transition with initial state $M$. The complementary edge set $K=I△F△M$ agrees with one of the two matchings in a graph outside the active component and has at most two degree-two vertices on that component. Remove at most two offending edges to obtain a matching in a graph $K^{\prime }$. Store those edges and one bit specifying the initial alternating colour of the active component. This encoding is injective for the fixed transition: it restores $K$ and $I△F=M△K$, identifies the active component from the changed edges, and recovers the two colours using the fixed component order. Completed components have $F$'s colour in $M$, pending components have $I$'s colour, and the stored bit resolves the active component. Common edges are $M\cap K$.

There are at most $2(m+1{)}^2$ auxiliary records per $K^{\prime }$, where $m$ is the number of graph edges. If $d=|K|-|K^{\prime }|\le 2$, thenAlso $Q(M,M^{\prime })\ge {\pi }_{\lambda }(M)/(2m\max (\lambda ,{\lambda }^{-1}))$. Sum over the encodings and use the path length bound to obtainThis is polynomial whenever $\lambda$ and ${\lambda }^{-1}$ are polynomially bounded. Starting at the empty matching in a graph, $\log (1/{\pi }_{\lambda }(\varnothing ))=\log Z(\lambda )\le m\log (1+\lambda )$, so the Discrete Poincare inequality gives polynomial-time sampling to any prescribed total variation distance. The addition/deletion/exchange construction is also described in Section 12.4 of Jerrum and Sinclair's survey.

It remains to turn sampling into a relative count; merely sampling perfect matchings would not do that. For $0<\epsilon \le 1/2$, choose ${\lambda }_0=\epsilon /(8m)$ and ${\lambda }_{\ast }=8C_0/\epsilon$. The elementary bounds above giveChoose a schedule ${\lambda }_0<{\lambda }_1<\cdots <{\lambda }_J={\lambda }_{\ast }$ whose successive ratios are at most $1+1/n$. It has $J=O(n\log (n/\epsilon ))$ stages. The annealing ratios for a matching generating function satisfyEach observable lies in $[1,e]$, so the Hoeffding inequality gives relative accuracy $\eta =\epsilon /(10J)$ with $O({\eta }^{-2}\log (J/\delta ))$ independent samples per stage. Run independent copies of the chain from the empty matching in a graph; make the total variation distance per sample at most $\delta /(3JK)$, where $K$ is that sample count. The coupling characterization of total variation distance and the union bound make the entire sample collection coincide with exact stationary samples except with probability at most $\delta /3$. Choose the sample-count constant so all stationary sample means are accurate except with probability at most $\delta /3$.

Let $\hat{R}$ be the product of the sample means, and output $\hat{p}=\hat{R}/{\lambda }_{\ast }^n$. On the successful event its multiplicative error relative to $Z({\lambda }_{\ast })/Z({\lambda }_0)$ lies between $e^{-\epsilon /5}$ and $e^{\epsilon /5}$. Combining the two endpoint bounds provesActivities, sample counts, simulation lengths and rational bit lengths are polynomial in $n,{\epsilon }^{-1},\log ({\delta }^{-1})$. Thus this is a fully polynomial randomized approximation scheme. Small dimensions can be evaluated directly.

Let $D={\max }_{x,y}\rho (x,y)$ and let $\pi$ be the invariant distribution. Iterating the assumed Wasserstein contraction givesSince $\rho (x,y)\ge 1_{\{x\ne y\}}$, the coupling characterization of total variation distance impliesThe right side is at most $\epsilon$ whenwhich proves the claimed mixing bound.

Total variation distance asks how much two probability distributions can disagree about the same event. For probability measures $P,Q$ on one measurable space $(S,\mathcal{F})$, its definition isThe supremum ranges over all measurable sets, so $d_{\mathrm{TV}}(P,Q)\le \epsilon$ guarantees that every yes-or-no prediction has probability error at most $\epsilon$. This metric takes values between zero and one; it is zero exactly when the two probability measures agree. This makes it useful for comparing a sampling algorithm's output with its target probability distribution, and for defining the mixing time of a Markov chain.

On a finite set, add the excess probability mass wherever $P$ exceeds $Q$. That excess is also half the sum of all absolute differences:The last expression reveals the common probability mass that the two probability distributions can share.^[ref] The coupling characterization of total variation distance turns this overlap into an actual joint construction; minimum sum of errors in a simple hypothesis test gives it a statistical interpretation. One quantity connects probability bookkeeping, comparison of sampling methods, and the limits of a statistical test.