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Paper No. 08-03

Download 08-03

S Connor and SD Jacka

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

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