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arXiv 0908.2038math.PR
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超完全图上随机游动的最优共适应耦合

Optimal co-adapted coupling for a random walk on the hyper-complete-graph

Stephen B. Connor

摘要:

Connor和Jacka(2008)考虑了在$Z_2^d$上构造一对对称随机游动的最优共适应耦合的问题,并且证明了在所有此类共适应耦合中存在随机最快的耦合。在本文中,我们将展示如何推广这种结构的最佳的协同适应耦合的连续时间对称随机游动上$K_n^d$,其中$K_n$是完全图与$n$顶点。此外,我们表明,虽然这种耦合不是最大的任何$n$(即,它没有实现平等的耦合不等式),它往往是一个最大的耦合作为$n\to\infty$。

英文摘要:

The problem of constructing an optimal co-adapted coupling for a pair of symmetric random walks on $Z_2^d$ was considered by Connor and Jacka (2008), and the existence of a coupling which is stochastically fastest in the class of all such co-adapted couplings was demonstrated. In this paper we show how to generalise this construction to an optimal co-adapted coupling for the continuous-time symmetric random walk on $K_n^d$, where $K_n$ is the complete graph with $n$ vertices. Moreover, we show that although this coupling is not maximal for any $n$ (i.e. it does not achieve equality in the coupling inequality), it does tend to a maximal coupling as $n\to\infty$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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