Shy couplings

2005/09/20 by Itaï Benjamini, Itai Benjamini, Krzysztof Burdzy +4 · 1 citation
Business, Management and Accounting · Decision Sciences · Mathematics · #60J99 #Advanced Queuing Theory Analysis #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Probability and Risk Models #math.PR #msc:60J99

paper · pdf · doi:10.48550/arxiv.math/0509458

arxiv created 2005/09/20 · openalex publication_date 2005/09/20 · arxiv updated 2009/12/01 · openalex created_date 2024/04/10 · openalex updated_date 2026/07/28

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.

Cited by

• Deterministic--Distance Couplings of Brownian Motions on Radially Isoparametric Manifolds

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