Lectures on the coupling method. Corrected reprint of the 1992 original. (English) Zbl 1013.60001

Lindvall, Torgny

Mineola, NY: Dover Publications. xiv, 257 p. (2002).

This is a slightly corrected reprint of the 1992 original. This booklet takes the reader from simple to advanced topics in a clear format while illustrating key aspects of the coupling method. Topics include the coupling inequality, renewal theory, Markov chains, ergodicity and birth and death processes.

Reviewer: Ulrich Horst (Berlin)

MSC:

60-02	Research exposition (monographs, survey articles) pertaining to probability theory
60K25	Queueing theory (aspects of probability theory)
60K35	Interacting random processes; statistical mechanics type models; percolation theory
60J10	Markov chains (discrete-time Markov processes on discrete state spaces)
60K99	Special processes

Keywords:

coupling method; renewal theory; Markov chains