Coupling in the theory of interacting systems

Greven A (1994)


Publication Language: English

Publication Status: Published

Publication Type: Journal article, Original article

Publication year: 1994

Journal

Publisher: Springer Verlag (Germany)

Book Volume: 34

Pages Range: 17-35

URI: https://link.springer.com/article/10.1007/BF00994255

DOI: 10.1007/BF00994255

Abstract

In this paper we consider the construction of couplings for Markovian evolutions on a state space of the form E, with {Mathematical expression} (measurable) and ω a countable group (ℤ for example). The evolutions we focus on are mainly systems of linearly interacting diffusions, with E compact. We explain and state properties of such couplings and show how they are used to obtain information on the behaviour of the evolution in finite time and as time tends to infinity. An important property of a coupling is to be a successful coupling. The latter concept is introduced here in the context of interacting systems, which is different from the classical concept for Markov chains or processes with state space ℝ. The analysis of the question when a coupling is successful depends heavily on the structure of the interaction term and is investigated in detail. We formulate some open problems and conjectures. The paper puts in perspective the coupling statements appearing in the proofs of various results and is largely based on the works of Cox and Greven, Fleischmann and Greven, Dawson and Greven, Greven, and Cox, Greven and Shiga. © 1994 Kluwer Academic Publishers.

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How to cite

APA:

Greven, A. (1994). Coupling in the theory of interacting systems. Acta Applicandae Mathematicae, 34, 17-35. https://dx.doi.org/10.1007/BF00994255

MLA:

Greven, Andreas. "Coupling in the theory of interacting systems." Acta Applicandae Mathematicae 34 (1994): 17-35.

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