Shy couplings

DOI10.1007/S00440-006-0008-3zbMATH Open1113.60076arXivmath/0509458OpenAlexW3037682858MaRDI QIDQ863489FDOQ863489

Authors: Itai Benjamini, K. Burdzy, Zhen-Qing Chen 

Publication date: 26 January 2007

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: A pair of Markov processes is called a Markov coupling if both processes have the same transition probabilities and the pair is also a Markov process. We say that a coupling is ``shy if the processes never come closer than some (random) strictly positive distance from each other. We investigate whether shy couplings exist for several classes of Markov processes.

Full work available at URL: https://arxiv.org/abs/math/0509458

Recommendations

• Brownian couplings, convexity, and shyness
• Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man
• Pairwise near-maximal grand coupling of Brownian motions
• Shy and fixed-distance couplings of Brownian motions on manifolds
• Publication:4939939

zbMATH Keywords

Markov processesreflected Brownian motionsBrownian motion on graphsshy coupling

Mathematics Subject Classification ID

Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• Stochastic differential equations with reflecting boundary condition in convex regions
• On skew Brownian motion
• Diffusion processes on graphs and the averaging principle
• Stochastic differential equations with reflecting boundary conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Synchronous couplings of reflected Brownian motions in smooth domains
• Local time flow related to skew Brownian motion.
• Lenses in skew Brownian flow
• Coalescence of synchronous couplings

Cited In (9)

• Markovian couplings staying in arbitrary subsets of the state space
• A stochastic target approach to Ricci flow on surfaces
• Monotonicity of avoidance coupling on \(K_N\)
• Shy and fixed-distance couplings of Brownian motions on manifolds
• Brownian couplings, convexity, and shyness
• Rigidity for Markovian maximal couplings of elliptic diffusions
• Rubber bands, pursuit games and shy couplings
• Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man
• Couplings of Brownian motions of deterministic distance in model spaces of constant curvature

This page was built for publication: Shy couplings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q863489)