4 papers
Optimal Couplings of Levy Processes in the Class of Immersion Couplings
Tau Shean Lim, Ray Shua Ooi
We study the optimal coupling problem for Levy processes on R^d with respect to the quadratic cost. For any two such processes with finite second moments, we prove that the optimal…
Entropic Chaos of Mixed Mean-Field Jump Processes
Tau Shean Lim, Shuoning Zhang
This paper studies a class of mixed mean-field jump processes on an abstract state space , together with their associated -particle systems. The dynamics consist of the supe…
On Optimal Markovian Couplings of Levy Processes
Wei Yang Kang, Tau Shean Lim
We study the optimal Markovian coupling problem for two Pi-valued Feller processes {X_t} and {Y_t}, which seeks a coupling process {(X_t, Y_t)} that minimizes the right derivative…
Abstract Formulation of Mean-Field Models and Propagation of Chaos
Tau Shean Lim, Chao Dun Teoh
In this work, we formulate an abstract framework to study mean-field systems. In contrast to most approaches in the available literature which primarily rely on the analysis of SDE…