Shy couplings
Probability
2007-05-23 v1
Abstract
A pair of Markov processes is called a Markov coupling if both processes have the same transition probabilities and the pair is also a Markov process. We say that a coupling is ``shy'' if the processes never come closer than some (random) strictly positive distance from each other. We investigate whether shy couplings exist for several classes of Markov processes.
Keywords
Cite
@article{arxiv.math/0509458,
title = {Shy couplings},
author = {Itai Benjamini and Krzysztof Burdzy and Zhen-Qing Chen},
journal= {arXiv preprint arXiv:math/0509458},
year = {2007}
}