Talk:Coupling (probability)

Latest comment: 12 years ago by Levochik in topic Example

History edit

Does it deserve to be mentionned that the first occurence of coupling in probability theory seems to be the proof of convergence to the stationary distribution of a Markov chain by Wolfgang Doeblin ? I think so, for Wolfgang Doeblin is a rather romantic figure in Mathematics. I take this from T. Lindvall, Lectures on the coupling method. Wiley, New York, 1992, if my memory serves me well .... --Chassain (talk) 15:26, 6 February 2010 (UTC)Reply

Example edit

What if A is in (4,x), B in (5,y), and A goes right? As far as I understood, B shall go left, so that A and B horizontal coordinates crosses. If initially A=(0,0) and B=(10,10), then it's ok, but if B has odd coordinates, then A and B never meet, right?... Levochik (talk) 13:38, 14 October 2011 (UTC)Reply