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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Special Functions and Orthogonal Polynomials. Stochastic Calculus of Variations. Elementary Introduction to the Theory of Pseudodifferential Operators. Lectures on Gaussian Processes. Classical and Quantum Models and Arithmetic Problems. Nonlinear Dynamics New Directions. Convex Functions and Their Applications.
Hyperbolic Systems with Analytic Coefficients. New Trends in Approximation Theory. Mumford-Tate Groups and Domains. Isolated Singularities in Partial Differential Inequalities.
Lyapunov Exponents of Linear Cocycles. Penalty, Shrinkage and Pretest Strategies. Introduction to Uncertainty Quantification. Designing and Conducting Business Surveys. Essays in Linddvall and its Applications.
Lectures on the Coupling Method – Torgny Lindvall – Google Books
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