Optimal co-adapted coupling for a random walk on the hyper-complete-graph
Probability
2014-03-03 v2
Abstract
The problem of constructing an optimal co-adapted coupling for a pair of symmetric random walks on 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 , where is the complete graph with vertices. Moreover, we show that although this coupling is not maximal for any (i.e. it does not achieve equality in the coupling inequality), it does tend to a maximal coupling as .
Cite
@article{arxiv.0908.2038,
title = {Optimal co-adapted coupling for a random walk on the hyper-complete-graph},
author = {Stephen B. Connor},
journal= {arXiv preprint arXiv:0908.2038},
year = {2014}
}
Comments
20 pages, 1 figure