Shift-coupling

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.

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Year of publication:	1993
Authors:	Aldous, David J. ; Thorisson, Hermann
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 44.1993, 1, p. 1-14
Publisher:	Elsevier
Keywords:	coupling Markov chain tail [sigma]-field invariant [sigma]-field harmonic function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872848