On maximal agreement couplings
Probability
2016-08-05 v1
Abstract
We call a coupling of two stochastic processes which maximizes the time until the first disagreement a maximal agreement coupling. We show that such a coupling always exists. Furthermore, it is possible to construct a lower bound on the disagreement time which is independent of one of the two processes.
Keywords
Cite
@article{arxiv.1608.01511,
title = {On maximal agreement couplings},
author = {Florian Völlering},
journal= {arXiv preprint arXiv:1608.01511},
year = {2016}
}