Pairwise optimal coupling of multiple random variables
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Publication:6314909
arXiv1903.00632MaRDI QIDQ6314909FDOQ6314909
Authors: Omer Angel, Yinon Spinka 
Publication date: 2 March 2019
Abstract: We generalize the optimal coupling theorem to multiple random variables: Given a collection of random variables, it is possible to couple all of them so that any two differ with probability comparable to the total-variation distance between them. In a number of cases we show that the disagreement probability we achieve is the best possible. The proofs of sharpness rely on new results in extremal combinatorics, which may be of independent interest.
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