Coupling and Applications
Probability
2010-12-30 v1
Abstract
This paper presents a self-contained account for coupling arguments and applications in the context of Markov processes. We first use coupling to describe the transport problem, which leads to the concepts of optimal coupling and probability distance (or transportation-cost), then introduce applications of coupling to the study of ergodicity, Liouville theorem, convergence rate, gradient estimate, and Harnack inequality for Markov processes.
Keywords
Cite
@article{arxiv.1012.5687,
title = {Coupling and Applications},
author = {Feng-Yu Wang},
journal= {arXiv preprint arXiv:1012.5687},
year = {2010}
}
Comments
16 pages