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Coupling, Stationarity, and Regeneration: Book by Hermann Thorisson

Coupling, Stationarity, and Regeneration

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ISBN: 9780387987798    Publisher: Springer-Verlag New York Inc. Year of publishing: 2000     Format:  Hardback No of Pages: 531        
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...Read more
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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Review:
What the book does offer is a areful, stimulating, and original discussion of major themes in coupling. As such, it will be invaluable to probabilists and also to the increasing number of...Read more
What the book does offer is a areful, stimulating, and original discussion of major themes in coupling. As such, it will be invaluable to probabilists and also to the increasing number of statisticians working on Markov Chain Monte Carlo and especially perfect simulation." W.S. Kendall in "Short Book Reviews", Vol. 21/1, April 2001
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