Fastest Coupling of Random Walks

DOI10.1112/S0024610799008017zbMath0956.60049MaRDI QIDQ4487487

L. C. G. Rogers

Publication date: 22 June 2000

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

maximal coupling

Mathematics Subject Classification ID

Stochastic processes (60G99)

Related Items (5)

Rigidity for Markovian maximal couplings of elliptic diffusions ⋮ Coupling all the Lévy stochastic areas of multidimensional Brownian motion ⋮ The directional optimal transport ⋮ Bivariate distributions with ordered marginals ⋮ Coupling, local times, immersions

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