Shift-coupling

David J. Aldous and Hermann Thorisson

Stochastic Processes and their Applications, 1993, vol. 44, issue 1, 1-14

Abstract: 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.

Keywords: coupling; Markov; chain; tail; [sigma]-field; invariant; [sigma]-field; harmonic; function (search for similar items in EconPapers)
Date: 1993
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