Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph

DOI10.1239/jap/1389370103zbMath1283.93309arXiv0908.2038MaRDI QIDQ5407032

Stephen B. Connor

Publication date: 4 April 2014

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

Full work available at URL: https://arxiv.org/abs/0908.2038

zbMATH Keywords

stochastic control; cutoff phenomenon; random walk on a group; optimal coadapted coupling

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60J27: Continuous-time Markov processes on discrete state spaces

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