Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube

DOI10.1239/JAP/1222441824MaRDI QIDQ3535632zbMATH OpenOpenAlexFDO

Authors Stephen B. Connor, S. D. Jacka

Publication date 13 November 2008

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0801.1220

zbMATH Keywords

co-adaptedhypercubeoptimal couplingstochastic minimum

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Optimal stochastic control (93E20)

Abstract: Let X and Y be two simple symmetric continuous-time random walks on the vertices of the n-dimensional hypercube. 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.

Recommendations

• Optimal coadapted coupling for a random walk on the hyper-complete graph
• Mixing Rates for a Random Walk on the Cube
• Fastest Coupling of Random Walks
• A non-local random walk on the hypercube
• Double asymptotic for random walks on hypercubes

Cites work

• A maximal coupling for Markov chains
• Asymptotic analysis of a random walk on a hypercube with many dimensions
• Coupling of Markov chains by randomized stopping times. I: Couplings, harmonic functions and the Poisson equation
• Couplings of Markov chains by randomized stopping times. II: Short couplings for 0-recurrent chains and harmonic functions
• scientific article; zbMATH DE number 3812655 (Why is no real title available?)
• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 6944 (Why is no real title available?)
• scientific article; zbMATH DE number 1834589 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case)
• Mixing Rates for a Random Walk on the Cube
• On coupling of Markov chains

Cited in

(8)

• Minimising the expected commute time
• Internal DLA on cylinder graphs: fluctuations and mixing
• Coupling, local times, immersions
• Fastest Coupling of Random Walks
• Optimal coadapted coupling for a random walk on the hyper-complete graph
• Optimal coupling of jumpy Brownian motion on the circle
• Optimal Markovian coupling for finite activity Lévy processes
• Metropolis-Hastings transition kernel couplings

This page was built for publication: Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3535632)