Pairwise optimal coupling of multiple random variables

Omer Angel; Yinon Spinka

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arXiv · 1903.00632

Pairwise optimal coupling of multiple random variables

Omer Angel·Yinon Spinka

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Abstract

We generalize the optimal coupling theorem to multiple random variables: Given a collection of random variables, it is possible to couple all of them so that any two differ with probability comparable to the total-variation distance between them. In a number of cases we show that the disagreement probability we achieve is the best possible. The proofs of sharpness rely on new results in extremal combinatorics, which may be of independent interest.

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Omer Angel, Yinon Spinka. 2019-03-02. Pairwise optimal coupling of multiple random variables. https://arxiv.org/abs/1903.00632

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