This calendar is updated on an ongoing basis. If you would like to include a talk to this calendar, please send your announcement to Rose Choi at rosechoi[at]math.washington.edu. Be sure to include a link to the seminar webpage where the abstract is posted and render any LaTeX when applicable.
|Week of July 7 - 11|
Coupling is a way of embedding two Markov processes with given marginal laws in a common probability space, building in useful dependencies in the joint law. A maximal coupling is a coupling where the Markov processes meet the fastest, and a Markovian maximal coupling (MMC) is a maximal coupling where the individual processes are not allowed to cheat by looking into the future (for example, if both processes are Markov with respect to a common filtration). Although maximal couplings have been shown to exist by Griffeath ('75) and Pitman ('76), the description is quite complicated and involves a path decomposition where we look into the future. A natural question that arises is: when does a MMC exist? An answer to this question would lead to simpler descriptions and better understanding of couplings.
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