Shift-coupling in continuous time

DOI10.1007/BF01206228MaRDI QIDQ1333580zbMATH OpenFDO

Authors Hermann Thorisson

Publication date 21 November 1994

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

Full work available at URL https://doi.org/10.1007/BF01206228

zbMATH Keywords

shift-couplingsmooth total variation convergencetime-average total variation convergence

Mathematics Subject Classification ID

Stochastic processes (60G99)

Review text

The result linking shift-coupling to time-average total variation convergence and to the invariant \(\sigma\)-field is extended to continuous time and an analogous result established linking \(\varepsilon\)-couplings to smooth total variation convergence and to a smooth tail \(\sigma\)- field. Shift- and \(\varepsilon\)-coupling inequalities are presented.

Recommendations

• Shift-coupling
• scientific article; zbMATH DE number 475313
• scientific article; zbMATH DE number 1302146
• scientific article; zbMATH DE number 1408884

Cites work

• Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation
• scientific article; zbMATH DE number 3692406 (Why is no real title available?)
• scientific article; zbMATH DE number 4124769 (Why is no real title available?)
• scientific article; zbMATH DE number 837692 (Why is no real title available?)
• On coupling and weak convergence to stationarity
• On maximal and distributional coupling
• On time- and cycle-stationarity
• Shift-coupling
• The coupling of regenerative processes

Cited in

(18)

• Shift-coupling
• Coupling of convergence of random elements, processes, and regenerative processes
• On time- and cycle-stationarity
• Coupling, spectral gap and related topics. I
• Coupling with compensators
• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
• A condition for the equivalence of coupling and shift coupling.
• Stochastic billiards on general tables
• On the coupling property of Lévy processes
• Coupling, local times, immersions
• Shift-coupling and convergence rates of ergodic averages
• scientific article; zbMATH DE number 475313 (Why is no real title available?)
• Shift–Coupling and Maximality
• Coupling the Kolmogorov diffusion: maximality and efficiency considerations
• Decompositions of diffusion operators and related couplings
• Coupling for Ornstein-Uhlenbeck processes with jumps
• Transforming random elements and shifting random fields
• The harmonic descent chain

This page was built for publication: Shift-coupling in continuous time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1333580)