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Mirror coupling under an involution

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Coupling of probability distributions Coalescing coupling
2026-10-06  0 By others on same topic  0 Discussions Create my own version
Suppose an involution R of a Markov chain satisfies P(Rx,Ry)=P(x,y). Start one chain at x, set the other equal to its image under R until the first hitting time of the fixed-point set of R, and subsequently use identical transitions. This is a coalescing coupling, because the symmetry preserves each marginal transition matrix and both chains coincide at that hitting time.

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  1. Coalescing coupling
  2. Coupling of probability distributions
  3. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 215 / 1 / c / Solution

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