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arXiv · 1910.03265

Coupling for features of random walks

Graham White
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Abstract

We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we explore how this technique may be used to obtain bounds on the mixing of a statistic instead.

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Graham White. 2019-10-08. Coupling for features of random walks. https://arxiv.org/abs/1910.03265

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