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math.PR2005
Shy couplings
Itai Benjamini, Krzysztof Burdzy, Zhen-Qing Chen
A pair of Markov processes is called a Markov coupling if both processes have the same transition probabilities and the pair is also a Markov process. We say that a coupling is ``s…
math.PR2005
Synchronous couplings of reflected Brownian motions in smooth domains
Krzysztof Burdzy, Zhen-Qing Chen, Peter Jones
For every bounded planar domain with a smooth boundary, we define a `Lyapunov exponent' using a fairly explicit formula. We consider two reflected Brownian motions in $D…