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arXiv · 1608.01511

On maximal agreement couplings

Florian Völlering
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Abstract

We call a coupling of two stochastic processes which maximizes the time until the first disagreement a maximal agreement coupling. We show that such a coupling always exists. Furthermore, it is possible to construct a lower bound on the disagreement time which is independent of one of the two processes.

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Florian Völlering. 2016-08-04. On maximal agreement couplings. https://arxiv.org/abs/1608.01511

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