A counterexample for the optimality of Kendall-Cranston coupling

Kazumasa Kuwada; Karl-Theodor Sturm

doi:10.1214/ECP.v12-1160

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Home > Journals > Electron. Commun. Probab. > Volume 12 > Article

2007 A counterexample for the optimality of Kendall-Cranston coupling

Kazumasa Kuwada, Karl-Theodor Sturm

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Kazumasa Kuwada,¹ Karl-Theodor Sturm²
¹Ochanomizu University
²Institute for applied mathematics, University of Bonn

Electron. Commun. Probab. 12: 66-72 (2007). DOI: 10.1214/ECP.v12-1160

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Abstract

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

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Kazumasa Kuwada. Karl-Theodor Sturm. "A counterexample for the optimality of Kendall-Cranston coupling." Electron. Commun. Probab. 12 66 - 72, 2007. https://doi.org/10.1214/ECP.v12-1160

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Accepted: 3 April 2007; Published: 2007

First available in Project Euclid: 6 June 2016

zbMATH: 1134.60011

MathSciNet: MR2300216

Digital Object Identifier: 10.1214/ECP.v12-1160

Subjects:

Primary: 60D05

Secondary: 58J65

Keywords: Brownian motion , Kendall-Cranston coupling , Manifold , optimal coupling

Rights: Creative Commons Attribution 3.0 License

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Vol.12 • 2007

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Kazumasa Kuwada, Karl-Theodor Sturm "A counterexample for the optimality of Kendall-Cranston coupling," Electronic Communications in Probability, Electron. Commun. Probab. 12(none), 66-72, (2007)

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