Fastest Coupling of Random Walks

DOI10.1112/S0024610799008017MaRDI QIDQ4487487zbMATH OpenFDO

Authors L. C. G. Rogers

Publication date 22 June 2000

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

Full work available at URL https://doi.org/10.1112/S0024610799008017

zbMATH Keywords

maximal coupling

Mathematics Subject Classification ID

Stochastic processes (60G99)

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Cited in

(8)

• Coupling, local times, immersions
• Optimal coadapted coupling for a random walk on the hyper-complete graph
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion
• Optimal Markovian coupling for finite activity Lévy processes
• The directional optimal transport
• Bivariate distributions with ordered marginals
• Rigidity for Markovian maximal couplings of elliptic diffusions
• Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube

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