A counterexample for the optimality of kendall-cranston coupling

Kazumasa Kuwada, Karl Theodor Sturm

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

We construct a Riemannian manifold where the Kendall-Cranston coupling of two Brownian particles does not maximize the coupling probability.

Original languageEnglish
Pages (from-to)66-72
Number of pages7
JournalElectronic Communications in Probability
Volume12
DOIs
Publication statusPublished - 2007 Jan 1

Keywords

  • Brownian motion
  • Kendall-Cranston coupling
  • Manifold
  • Optimal coupling

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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