Optimal Markovian Couplings

作     者：陈木法 

作者机构：Beijing 100875 Beijing Normal University Department of Mathematics PRC 

出 版 物：《Progress in Natural Science:Materials International》 (自然科学进展·国际材料(英文))

年 卷 期：1994年第3期

页      面：111-113页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Project supported in part by the National Natural Science Foundation of China the State Education Commission of China 

主　　题：Markovian coupling optimal coupling jump process diffusion process. 

摘      要：In the past twenty years, the coupling method has grown up step by step, it isnow a fundamental mathematical tool for studying the probability theory and has al-ready found wide applications. Very recently, it has been applied successfully bythe author and F.Y. Wang to the estimation of the first eigenvalue of Laplacian onmanifold. The coupling of two stochastic processes is to construct a bivariate process,called coupling process, so that the original processes become the marginals of the