The following pages link to Maximal coupling (Q4181776):
Displaying 39 items.
- Maximal coupling of Euclidean Brownian motions (Q375671) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- On nonlinear Markov chain Monte Carlo (Q638765) (← links)
- Comparison of contraction coefficients for \(f\)-divergences (Q784380) (← links)
- Total variation cutoff in birth-and-death chains (Q843703) (← links)
- Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) (Q914243) (← links)
- The coupling of renewal processes and its applications (Q1084769) (← links)
- Strong uniform times and finite random walks (Q1094756) (← links)
- Choosing a random spanning subtree: A case study (Q1181414) (← links)
- Shift-coupling (Q1208927) (← links)
- On coupling of stochastic processes with embedded point processes (Q1323518) (← links)
- Coupling of convergence of random elements, processes, and regenerative processes (Q1323519) (← links)
- Limit theorems for random walks with dynamical random transitions (Q1343605) (← links)
- Coupling surfaces and weak Bernoulli in one and higher dimensions (Q1378455) (← links)
- Coupling in the Heisenberg group and its applications to gradient estimates (Q1621441) (← links)
- MEXIT: maximal un-coupling times for stochastic processes (Q1713460) (← links)
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case (Q1748928) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- Some remarks on coupling of dependent random variables (Q1871329) (← links)
- Sensitivity analysis of stationary performance measures for Markov chains (Q1922200) (← links)
- Diffusion in a periodic potential with a local perturbation. (Q1963647) (← links)
- Mixing times for uniformly ergodic Markov chains (Q1965874) (← links)
- On limit theorems for persistent Betti numbers from dependent data (Q2048133) (← links)
- Spatial populations with seed-bank: well-posedness, duality and equilibrium (Q2076664) (← links)
- Pairwise near-maximal grand coupling of Brownian motions (Q2157449) (← links)
- Coupling, local times, immersions (Q2348734) (← links)
- Rigidity for Markovian maximal couplings of elliptic diffusions (Q2359738) (← links)
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion (Q2370093) (← links)
- Tail structure of markov chains on infinite product spaces (Q3868582) (← links)
- Shift–Coupling and Maximality (Q5012183) (← links)
- On a ‘Replicating Character String’ Model (Q5169741) (← links)
- Coupling the Kolmogorov diffusion: maximality and efficiency considerations (Q5197394) (← links)
- Logarithmic Sobolev inequalities in discrete product spaces (Q5222564) (← links)
- On the rate of convergence for the length of the longest common subsequences in hidden Markov models (Q5226258) (← links)
- A strong duality principle for equivalence couplings and total variation (Q6136822) (← links)
- Optimal coupling of jumpy Brownian motion on the circle (Q6198958) (← links)
- Optimal Markovian coupling for finite activity Lévy processes (Q6589575) (← links)
- Metropolis-Hastings transition kernel couplings (Q6596230) (← links)
- Constructing maximal germ couplings of Brownian motions with drift (Q6597239) (← links)
