Coupling, Stationarity, And Regeneration; Author: Thorisson, Hermann; Hardback; Book

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Coupling, Stationarity, And Regeneration

Author: Thorisson, Hermann
Probability and Its Applications; Hardback; Book
450 pages
Published: February 2000
Springer-Verlag New York Inc.
ISBN: 0387987797

Coupling is a general method of establishing properties of random variables and processes through a joint construction on a common probability space. This method has relevance to all areas of probabilistic inquiry including quantum physics, self-similarity, relativity, and queueing theory. In addition to providing new developments in coupling, this book also includes self-contained treatments of Markov chains, stationarity, regeneration, perfect simulation, and quasi-stationarity.Presents new developments in the field of coupling.Coupling is a method of establishing properties of random variables and processes through a joint construction on a common probability space. As well as providing developments in coupling, this work includes Markov chains, stationarity, regeneration, perfect simulation and quasi-stationarity.

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