LINDVALL LECTURES ON THE COUPLING METHOD PDF

An important tool in probability theory and its applications, the coupling method is primarily used in estimates of total variation distances. In the past two decades the coupling method has developed as an essential tool in probability theory. Very successful in the study of Markov and renewal. O’Connell, Neil. Review: Torgny Lindvall, Lectures on the Coupling Method. Ann. Probab. 23 (), no. 3, doi/aop/

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See if you have enough points for this coupoing. An important tool in probability theory and its applications, the coupling method is primarily used in estimates of total variation distances. The method also works well in establishing inequalities, and it has proven highly successful in the study of Markov and renewal process asymptotics.

This text represents a detailed, comprehensive examination of the method and its broad variety of applications. Readers progress from simple to advanced topics, with end-of-discussion notes that reinforce the preceding material.

Topics include renewal couplinv, Markov chains, Poisson approximation, ergodicity, and Strassen’s theorem. A practical and easy-to-use reference, this volume will accommodate the diverse needs of professionals in the fields of statistics, mathematics, and operational research, as well as those of teachers and students.

The Princeton Companion to Mathematics. Finite Markov Processes and Their Applications.

Coupling (probability) – Wikipedia

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Lectures on the Coupling Method – Torgny Lindvall – Google Books

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Random Lindcall in the Quarter Plane. Open Problems in Mathematics. Statistics for Food Scientists. Stochastic Differential Equations and Diffusion Processes. How to write a great review. The review must be at least 50 characters long.

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