Coupling, Stationarity, and Regeneration (Probability and its Applications)

"This is a book on coupling, the method of establishing properties of random variables and processes (or any random things) through a joint construction on a common probability space. Coupling is a general method relevant in all fields of probabilistic inquiry; however, the main thrust is towards characterizations, approximations, asymptotics, and simulation." "The book should be of interest to students and researchers in probability, stochastic modelling, and mathematical statistics. It is written with a Ph. D. student in mind, and the first two chapters can be read at the master's level and even at an advanced undergraduate level. The book is mathematically self-contained, relying only on the measure-theoretic basics and on elementary Markov chain theory."--Jacket.

Year

2000

Language

English

Publisher

Springer

Editions

1

Pages

536

ISBN

9780387987798

Data source: Wikidata