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Optimal co-adapted coupling for the symmetric random walk on the hypercube

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Connor, Stephen B. and Jacka, Saul D. (2008) Optimal co-adapted coupling for the symmetric random walk on the hypercube. Journal of Applied Probability, Vol.45 (No.3). pp. 703-713. doi:10.1239/jap/1222441824

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Official URL: http://dx.doi.org/10.1239/jap/1222441824

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Abstract

Let X and Y be two simple symmetric continuous-time random walks on the vertices of the n-dimensional hypercube, Z2n. We consider the class of co-adapted couplings of these processes, and describe an intuitive coupling which is shown to be the fastest in this class.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science, Engineering and Medicine > Science > Statistics
Library of Congress Subject Headings (LCSH): Stochastic control theory, Markov processes, Random walks (Mathematics), Hypercube
Journal or Publication Title: Journal of Applied Probability
Publisher: Applied Probability Trust
ISSN: 0021-9002
Official Date: September 2008
Dates:
DateEvent
September 2008Published
Volume: Vol.45
Number: No.3
Page Range: pp. 703-713
DOI: 10.1239/jap/1222441824
Status: Peer Reviewed
Access rights to Published version: Open Access

Data sourced from Thomson Reuters' Web of Knowledge

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