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 |
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页(从-至) | 345-377 |
页数 | 33 |
期刊 | Probability Theory and Related Fields |
卷 | 137 |
期 | 3-4 |
DOI | |
出版状态 | 已出版 - 3月 2007 |
已对外发布 | 是 |