Year: 2013
Type: article
Abstract: The problem of constructing an optimal coadapted coupling for a pair of symmetric random walks onZ2dwas considered by Connor and Jacka (2008), and the existence of a coupling which is stochastically fastest in the class of all such coadapted couplings was demonstrated. In this paper we show how to generalise this construction to an optimal coadapted coupling for the continuous-time symmetric random walk onKnd, whereKnis the complete graph withnvertices. Moreover, we show that although this coupling is not maximal for anyn(i.e. it does not achieve equality in the coupling inequality), it does tend to a maximal coupling asn→ ∞.
Source: Journal of Applied Probability
Author: Stephen Connor
Institution: University of York
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2007705841