SHIFT-COUPLING

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:44

Article

ALDOUS, DJ ; THORISSON, H

关键词: COUPLING;    MARKOV CHAIN;    TAIL SIGMA-FIELD;    INVARIANT SIGMA-FIELD;    HARMONIC FUNCTION;   

DOI  :  10.1016/0304-4149(93)90034-2

来源: Elsevier

【 摘 要 】

Shift-coupling means pasting together the paths of two processes modulo a random shift. This concept can be related to the invariant sigma-field in a similar way as ordinary coupling is related to the tail sigma-field. We give an expository account of this relationship, implicit in work of Berbee and Greven. In developing these relations we introduce the concept of coupling with respect to a sub-sigma-field.

【 授权许可】

Free