Abstract
Coupling is a ubiquitous and versatile idea with many applications. In its simplest form, it consists in materializing two probability distributions of a single random element by two random elements with the said distributions, not independent, but correlated in a way that allows easy comparison of these distributions, in view for instance of determining if some event of interest is more probable under one distribution or the other.
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Brémaud, P. (2017). The Coupling Method. In: Discrete Probability Models and Methods. Probability Theory and Stochastic Modelling, vol 78. Springer, Cham. https://doi.org/10.1007/978-3-319-43476-6_16
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DOI: https://doi.org/10.1007/978-3-319-43476-6_16
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-43476-6
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