Brownian couplings, convexity, and shy-ness
Brownian couplings, convexity, and shy-ness
Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying at least a given positive distance away from each other for all …