Shift-coupling in continuous time

DOI10.1007/BF01206228zbMath0801.60043MaRDI QIDQ1333580

Hermann Thorisson

Publication date: 21 November 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

shift-couplingsmooth total variation convergencetime-average total variation convergence

Mathematics Subject Classification ID

Stochastic processes (60G99)

Related Items

A condition for the equivalence of coupling and shift coupling. ⋮ Stochastic billiards on general tables ⋮ 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 ⋮ On the coupling property of Lévy processes ⋮ Decompositions of Diffusion Operators and Related Couplings ⋮ Coupling for Ornstein-Uhlenbeck processes with jumps ⋮ Transforming random elements and shifting random fields ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Shift–Coupling and Maximality ⋮ Coupling, local times, immersions ⋮ Coupling of convergence of random elements, processes, and regenerative processes

Cites Work

• Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation
• On maximal and distributional coupling
• On coupling and weak convergence to stationarity
• Shift-coupling
• On time- and cycle-stationarity
• The coupling of regenerative processes
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