On maximal agreement couplings
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Publication:6276232
arXiv1608.01511MaRDI QIDQ6276232FDOQ6276232
Publication date: 4 August 2016
Abstract: We call a coupling of two stochastic processes which maximizes the time until the first disagreement a maximal agreement coupling. We show that such a coupling always exists. Furthermore, it is possible to construct a lower bound on the disagreement time which is independent of one of the two processes.
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