On coupling and weak convergence to stationarity
How can we prove the convergence of a process \(Z_ t\) to some stationary distribution? The coupling idea suggests the construction of a second dependent process \(Z_ t'\) already with a stationary distribution. Then show \(Z_ t\) and \(Z_ t'\) are asymptotically close in a sufficient sense. The paper gives new insight to this method in different situations like queues, Harris-recurrent Markov processes, renewal theorem and stochastically monotone Markov processes.
stochastically monotone Markov processes
scientific article; zbMATH DE number 97557