Main
Coupling, Stationarity, and Regeneration
Publications
Links
Contact
PS - files:
1. Random Variables 2. Markov Chains and Random Walks 3. Random Elements 4. Stochastic Processes 5. Shift-Coupling 6. Markov Processes 7. Transformation Coupling 8. Stationarity, the Palm Dualities 9. The Palm Dualities in Higher Dimensions 10. Regenaration. This chapter is huge (140 pages) and splits into the following subsections:
1. Introduction 2. Preliminaries - Stationarity 3. Classical Regeneration 4. Wide-Sense Regeneration - Harris Chains - GI/GI/k 5. Time-Inhomogeneous Regeneration 6. Classical Coupling 7. The Coupling Time - Rates and Uniformity 8. Asymptotics From-the-Past 9. Taboo Regeneration 10. Taboo Stationarity 11. Perfect Simulation - Coupling From-the-Past