Shy couplings

Itai Benjamini, Krzysztof Burdzy*, Zhen Qing Chen

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

10 引用 (Scopus)

摘要

A pair (X, Y) of Markov processes on a metric space is called a Markov coupling if X and Y have the same transition probabilities and (X, Y) is a Markov process. We say that a coupling is "shy" if inf t ≥ 0 dist(X t, Y t) ≥ 0 with positive probability. We investigate whether shy couplings exist for several classes of Markov processes.

源语言英语
页(从-至)345-377
页数33
期刊Probability Theory and Related Fields
137
3-4
DOI
出版状态已出版 - 3月 2007
已对外发布

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