Coupling, Stationarity, and Regeneration
- List Price: $219.00
- Binding: Hardcover
- Publisher: Springer Verlag
- Publish date: 05/01/2000
Description:
Coupling is a general method of establishing properties of random variables and processes through a joint construction on a common probability space. This method has relevance to all areas of probabilistic inquiry including quantum physics, self-similarity, relativity, and queueing theory. In addition to providing new developments in coupling, this book also includes self-contained treatments of Markov chains, stationarity, regeneration, perfect simulation, and quasi-stationarity.
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