Decoupling for Markov Chains

Nawaf Bou-Rabee, Victor H. de la Peña

Consider a Markov chain $(X_i{)}_{i\ge 0}$ with invariant measure $\mu$ that admits the representation $X_{i+1}=\Phi (X_i,U_i)$, where $(U_i{)}_{i\ge 0}$ are i.i.d. random variables and $\Phi$ is…