Shy couplings

Itai Benjamini; Krzysztof Burdzy; Zhen Qing Chen

doi:10.1007/s00440-006-0008-3

Shy couplings

Itai Benjamini
, Krzysztof Burdzy^*
, Zhen Qing Chen

^*Corresponding author for this work

Weizmann Institute of Science
University of Washington

Research output: Contribution to journal › Article › peer-review

10 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	345-377
Number of pages	33
Journal	Probability Theory and Related Fields
Volume	137
Issue number	3-4
DOIs	https://doi.org/10.1007/s00440-006-0008-3
Publication status	Published - Mar 2007
Externally published	Yes

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10.1007/s00440-006-0008-3

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title = "Shy couplings",

abstract = "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.",

author = "Itai Benjamini and Krzysztof Burdzy and Chen, \{Zhen Qing\}",

year = "2007",

month = mar,

doi = "10.1007/s00440-006-0008-3",

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volume = "137",

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T1 - Shy couplings

AU - Benjamini, Itai

AU - Burdzy, Krzysztof

AU - Chen, Zhen Qing

PY - 2007/3

Y1 - 2007/3

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/33845871433

U2 - 10.1007/s00440-006-0008-3

DO - 10.1007/s00440-006-0008-3

M3 - Article

AN - SCOPUS:33845871433

SN - 0178-8051

VL - 137

SP - 345

EP - 377

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

IS - 3-4

ER -

Shy couplings

Abstract

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