Talk:Coupling (probability)

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History[edit]

Does it deserve to be mentionned that the first occurence of coupling in probability theory seems to be the proof of convergence to the stationary distribution of a Markov chain by Wolfgang Doeblin ? I think so, for Wolfgang Doeblin is a rather romantic figure in Mathematics. I take this from T. Lindvall, Lectures on the coupling method. Wiley, New York, 1992, if my memory serves me well .... --Chassain (talk) 15:26, 6 February 2010 (UTC)[reply]

Example[edit]

What if A is in (4,x), B in (5,y), and A goes right? As far as I understood, B shall go left, so that A and B horizontal coordinates crosses. If initially A=(0,0) and B=(10,10), then it's ok, but if B has odd coordinates, then A and B never meet, right?... Levochik (talk) 13:38, 14 October 2011 (UTC)[reply]