Shy couplings

Details Shy couplings Shy couplings

2005-09-20

arxiv.org/abs/math/0509458v1

Mathematics

Probability

Scientific paper

A pair of Markov processes is called a Markov coupling if both processes have
the same transition probabilities and the pair is also a Markov process. We say
that a coupling is ``shy'' if the processes never come closer than some
(random) strictly positive distance from each other. We investigate whether shy
couplings exist for several classes of Markov processes.

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