A counterexample for the optimality of kendall-cranston coupling

Kazumasa Kuwada; Karl Theodor Sturm

A counterexample for the optimality of kendall-cranston coupling

Kazumasa Kuwada, Karl Theodor Sturm

SCI - Mathematics

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

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

Original language	English
Pages (from-to)	74-80
Number of pages	7
Journal	Electronic Communications in Probability
Volume	12
Publication status	Published - 2007 Apr 3

Keywords

Brownian motion
Kendall-Cranston coupling
Manifold
Optimal coupling

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Cite this

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title = "A counterexample for the optimality of kendall-cranston coupling",

abstract = "We construct a Riemannian manifold where the Kendall-Cranston coupling of two Brownian particles does not maximize the coupling probability.",

keywords = "Brownian motion, Kendall-Cranston coupling, Manifold, Optimal coupling",

author = "Kazumasa Kuwada and Sturm, {Karl Theodor}",

year = "2007",

month = apr,

day = "3",

language = "English",

volume = "12",

pages = "74--80",

journal = "Electronic Communications in Probability",

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publisher = "Institute of Mathematical Statistics",

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T1 - A counterexample for the optimality of kendall-cranston coupling

AU - Kuwada, Kazumasa

AU - Sturm, Karl Theodor

PY - 2007/4/3

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N2 - We construct a Riemannian manifold where the Kendall-Cranston coupling of two Brownian particles does not maximize the coupling probability.

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

KW - Brownian motion

KW - Kendall-Cranston coupling

KW - Manifold

KW - Optimal coupling

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AN - SCOPUS:34147150256

SN - 1083-589X

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JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

ER -

A counterexample for the optimality of kendall-cranston coupling

Abstract

Keywords

ASJC Scopus subject areas

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