arXiv · 0908.2038
Optimal co-adapted coupling for a random walk on the hyper-complete-graph
Abstract
The problem of constructing an optimal co-adapted coupling for a pair of symmetric random walks on $Z_2^d$ was considered by Connor and Jacka (2008), and the existence of a coupling which is stochastically fastest in the class of all such co-adapted couplings was demonstrated. In this paper we show how to generalise this construction to an optimal co-adapted coupling for the continuous-time symmetric random walk on $K_n^d$, where $K_n$ is the complete graph with $n$ vertices. Moreover, we show that although this coupling is not maximal for any $n$ (i.e. it does not achieve equality in the coupling inequality), it does tend to a maximal coupling as $n\to\infty$.
Explore related subjects
Keep this discovery
Stephen B. Connor. 2009-08-14. Optimal co-adapted coupling for a random walk on the hyper-complete-graph. https://doi.org/10.1239/jap/1389370103
Cite the original work for its findings. Save a collection to share your selection of sources.