Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) (Q914243)
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English | Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) |
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Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) (English)
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1990
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A representation of reversed submartingales is used to establish that the epoch of a maximal distributional junction can be chosen as a randomized stopping time for the Markov chains (inhomogeneous) with different initial distributions and the same transition probabilities. Also, we give an example to show that the maximal distributional junction is not unique even if additional conditions are imposed.
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coupling
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representation of reversed submartingales
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randomized stopping time
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maximal distributional junction
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