Maximal couplings are (probabilistic) couplings of Markov processes such that the tail probabilities of the coupling time attain the total variation lower bound (Aldous bound) uniformly for all time. Markovian (or immersion) couplings are couplings defined by strategies where neither process is allowed to look into the future of the other before making the next transition. Markovian couplings are typically easier to construct and analyze than general couplings, and play an important role in many branches of probability and analysis. Hsu and Sturm, in a preprint circulating in 2007, but later published in 2013, proved that the reflection-coupling of Brownian motion is the unique Markovian maximal coupling (MMC) of Brownian motions starting f...
This paper describes two explicit couplings of standard Brownian motions BB and VV, which naturally ...
In this paper we develop a general framework for constructing and analyzing coupled Markov chain Mon...
ABSTRACT. In this paper we introduce three Markovian couplings of Brownian motions on smooth Rie-man...
This is a case study concerning the rate at which probabilistic coupling occurs for nilpotent diffus...
This paper answers a question of Émery (2009) by constructing an explicit coupling of two copies of ...
The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions ...
In this paper we study the notion of an efficient coupling of Markov processes. Informally, an effic...
Algorithms are introduced that produce optimal Markovian couplings for large finite-state-space disc...
In this paper we study the notion of an efficient coupling of Markov processes. Informally, an effic...
In this paper we study the notion of an efficient coupling of Markov processes. Informally, an effic...
Classical coupling constructions arrange for copies of the same Markov process started at two dif- f...
We study optimal Markovian couplings of Markov processes, where the optimality is understood in term...
Classical coupling constructions arrange for copies of the same Markov process started at two differ...
The main focus of this thesis is probabilistic coupling. This technique and its connection with the ...
Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG geförderten) Allianz- bzw. ...
This paper describes two explicit couplings of standard Brownian motions BB and VV, which naturally ...
In this paper we develop a general framework for constructing and analyzing coupled Markov chain Mon...
ABSTRACT. In this paper we introduce three Markovian couplings of Brownian motions on smooth Rie-man...
This is a case study concerning the rate at which probabilistic coupling occurs for nilpotent diffus...
This paper answers a question of Émery (2009) by constructing an explicit coupling of two copies of ...
The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions ...
In this paper we study the notion of an efficient coupling of Markov processes. Informally, an effic...
Algorithms are introduced that produce optimal Markovian couplings for large finite-state-space disc...
In this paper we study the notion of an efficient coupling of Markov processes. Informally, an effic...
In this paper we study the notion of an efficient coupling of Markov processes. Informally, an effic...
Classical coupling constructions arrange for copies of the same Markov process started at two dif- f...
We study optimal Markovian couplings of Markov processes, where the optimality is understood in term...
Classical coupling constructions arrange for copies of the same Markov process started at two differ...
The main focus of this thesis is probabilistic coupling. This technique and its connection with the ...
Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG geförderten) Allianz- bzw. ...
This paper describes two explicit couplings of standard Brownian motions BB and VV, which naturally ...
In this paper we develop a general framework for constructing and analyzing coupled Markov chain Mon...
ABSTRACT. In this paper we introduce three Markovian couplings of Brownian motions on smooth Rie-man...