Transcription of Probability Theory: The Coupling Method - …
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Probability Theory: The Coupling Method - …
Probability theory : The Coupling Method Frank den Hollander Mathematical Institute, Leiden University, Box 9512, 2300 RA Leiden, The Netherlands email: First draft: June 2010, LATEX-file prepared by H. Nooitgedagt. Second draft: September 2012, figures prepared by A. Troiani. Third draft: December 2012. 1. ABSTRACT. Coupling is a powerful Method in Probability theory through which random variables can be compared with each other. Coupling has been applied in a broad variety of contexts, to prove limit theorems, to derive inequalities, or to obtain approximations. The present course is intended for master students and PhD students. A basic knowledge of Probability theory is required, as well as some familiarity with measure theory . The course first explains what Coupling is and what general framework it fits into.
ABSTRACT Coupling is a powerful method in probability theory through which random variables can be compared with each other. Coupling has …
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