The Library
Optimal co-adapted coupling for the symmetric random walk on the hypercube
Tools
Tools
Tools
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 ISSN 0021-9002.
![[img]](https://wrap.warwick.ac.uk/style/images/fileicons/application_pdf.png) |
PDF
WRAP_Jacka_8473264-st-211209-optimal-jap.pdf - Requires a PDF viewer. Download (251Kb) |
Official URL: http://dx.doi.org/10.1239/jap/1222441824
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: |
|
||||
| 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 (Creative Commons) |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
Downloads
Downloads per month over past year
