Coupling and Applications

Details Coupling and Applications Coupling and Applications

2010-12-28

arxiv.org/abs/1012.5687v1

Mathematics

Probability

16 pages

Scientific paper

This paper presents a self-contained account for coupling arguments and applications in the context of Markov processes. We first use coupling to describe the transport problem, which leads to the concepts of optimal coupling and probability distance (or transportation-cost), then introduce applications of coupling to the study of ergodicity, Liouville theorem, convergence rate, gradient estimate, and Harnack inequality for Markov processes.

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