On optimal stationary couplings between stationary processes

DOI10.1214/EJP.v17-1797zbMath1244.60020arXiv1108.4086OpenAlexW1966104965MaRDI QIDQ428625

Tomonari Sei, Ludger Rüschendorf

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.4086

zbMATH Keywords

stationary processesMonge-Kantorovich theory\(\bar\rho\)-distanceoptimal stationary couplings

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10)

Related Items (2)

On concentration inequalities and their applications for Gibbs measures in lattice systems ⋮ Wasserstein distance between noncommutative dynamical systems

This page was built for publication: On optimal stationary couplings between stationary processes