Coupling and convergence of random elements,processes, and regenerative processes |
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Authors: | Hermann Thorisson |
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Affiliation: | (1) Science Institute, University of Iceland, 107 Reykjavik, Iceland |
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Abstract: | The paper starts by proving that a sequence of random elements can be coupled in such a way that the random elements eventually coincide if and only if liminf of their densities is a density. It continues with a survey of some general coupling theory for stochastic processes and applications to wide sense regenerative processes and Palm theory. Finally, a successful coupling and -coupling of wide sense regenerative processes is constructed without assuming that the inter-regeneration times have finite mean. |
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Keywords: | 60G99 60K05 |
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