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On optimal stationary couplings between stationary processes

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	On optimal stationary couplings between stationary processes
2.	Creator	Author's name, affiliation, country	Ludger Rüschendorf; University of Freiburg; Germany
2.	Creator	Author's name, affiliation, country	Tomonari Sei; Keio University; Japan
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Optimal stationary couplings; $\bar\varrho$-distance; stationary processes; Monge--Kantorovich theory
3.	Subject	Subject classification	60E15; 60G10
4.	Description	Abstract	By a classical result of Gray, Neuhoff and Shields (1975) the rhobar-distance between stationary processes is identified with an optimal stationary coupling problem of the corresponding stationary measures on the infinite product spaces. This is a modification of the optimal coupling problem from Monge--Kantorovich theory. In this paper we derive some general classes of examples of optimal stationary couplings which allow to calculate the rhobar distance in these cases in explicit form. We also extend the rhobar-distance to random fields and to general nonmetric distance functions and give a construction method for optimal stationary cbar-couplings. Our assumptions need in this case a geometric positive curvature condition.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2012-02-28
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/1797
10.	Identifier	Digital Object Identifier	10.1214/EJP.v17-1797
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 17
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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