Se p 20 05 SHY COUPLINGS
نویسندگان
چکیده
A pair (X, Y) of Markov processes 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 there exists a (random) ε > 0 such that dist(X t , Y t) > ε for all t ≥ 0. We investigate whether shy couplings exist for several classes of Markov processes.
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تاریخ انتشار 2005