I am very interested in coupling methods, can you recommend me a good introductory books on this subject?
Thanks
I am very interested in coupling methods, can you recommend me a good introductory books on this subject?
Thanks
I'll suggest "Coupling, stationarity, and regeneration" by Hermann Thorisson. It is both accessible and advanced enough so that you will probably find everything you need. I should also add that this book contains a first part that explain coupling without using measure theory, which might be useful to some readers, before working out the full details of the theory.