We first provide a stochastic formula for the Carathéodory distance in terms of general Markovian couplings and prove a comparison result between the Carathéodory distance and the complete Kähler metric with a negative lower curvature bound using the Kendall-Cranston coupling. This probabilistic approach gives a version of the Schwarz lemma on complete non-compact Kähler manifolds with a further decomposition Ricci curvature into the orthogonal Ricci curvature and the holomorphic sectional curvature, which cannot be obtained by using Yau–Royden’s Schwarz lemma. We also prove coupling estimates on quaternionic Kähler manifolds. As a byproduct, we obtain an improved gradient estimate of positive harmonic functions on Kähler manifolds and quaternionic Kähler manifolds under lower curvature bounds.

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