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Coupling for Irreducible Kernels

  • Sorbonne Université
  • Université Paris-Nanterre

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

This chapter deals with coupling techniques for Markov chains. We will use these technique to obtain bounds for (Formula Presented) where f belongs to an appropriate class of functions and. Using the canonical space (Formula Presented) and the notation of Chapter 3, we can write (Formula Presented). In this expression, two different probability measures (Formula Presented) and (Formula Presented) are used on the canonical space and the expectation of the same function (Formula Presented) is considered under these two probability measures.

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages421-452
Number of pages32
DOIs
Publication statusPublished - 1 Jan 2018

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

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