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
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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.