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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Coupling (probability) – Wikipedia
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Lectures on the Coupling Method
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Top Reviews Most recent Top Reviews. There was a problem filtering reviews right now. Please try again later. This is a great book on the coupling method. A must know tool for those working in Stochastic Processes. Most helpful customer reviews on Amazon. This book is extremely well written, to the point and with an admirable clarity in both language and math.
Apart from covering all classical models where couplings are known to work beautifully, it also clarifies the intimate connection to regeneration and Harris chains. It also presents more advanced aspects of coupling in diffusions and multidimensional diffusions. Hence presenting a very complete account of the coupling method, the book may serve as a reference work, monography or text book for a more advanced course contains no exercises.
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