What is the coupling of two measures?

Question

I know what means coupling for random variables, as explained here.

But what is a coupling of measures?

I would guess that it is still defined through their corresponding r.v.s — Seyhmus Güngören, Jan 03 '15 at 02:40

score 0 · Answer 1 · edited Dec 14 '23 at 14:15

0

A coupling of two measures $\mu,\nu\ $ is a measure on the product space with marginals $\mu,\nu\ $. See defintion 1.1 (and discussion below) in here.

edited Dec 14 '23 at 14:15

Warpig

3

answered Oct 25 '18 at 20:34

MOMO

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What is the coupling of two measures?

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