Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man (Q1951689): Difference between revisions
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English | Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man |
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Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man (English)
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24 May 2013
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This paper deals with so-called shy couplings: the two random process \(X\) and \(Y\) on metric space are said to be \(\epsilon\)-shy coupled if there is an \(\epsilon>0\) such that \(P[\mathrm{dist}(X(t),Y(t))\geq\epsilon\text{ for all }t]>0\). Interest in the existence or nonexistence of such couplings arises from the study of couplings of reflected Brownian motion, which occur in various contexts. Previous nonexistence results for co-adapted shy coupling of reflected Brownian motion required convexity conditions; the authors remove these conditions by showing the nonexistence of shy co-adapted couplings of reflecting Brownian motion in any bounded CAT(0) domain with boundary satisfying uniform exterior sphere and interior cone conditions.
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CAT(0)
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co-adapted coupling
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coupling
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