On optimal stationary couplings between stationary processes
نویسندگان
چکیده
منابع مشابه
On optimal stationary couplings between stationary processes
By a classical result of Gray et al. (1975) the %̄ distance between stationary processes is identified with an optimal stationary coupling problem of the corresponding stationary measures on the infinite product spaces. This is a modification of the optimal coupling problem from Monge–Kantorovich theory. In this paper we derive some general classes of examples of optimal stationary couplings whi...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2012
ISSN: 1083-6489
DOI: 10.1214/ejp.v17-1797