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

preprint2014arXivOpen access

Abstract

The problem of constructing an optimal co-adapted coupling for a pair of symmetric random walks on Z2dZ_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 KndK_n^d, where KnK_n is the complete graph with nn vertices. Moreover, we show that although this coupling is not maximal for any nn (i.e. it does not achieve equality in the coupling inequality), it does tend to a maximal coupling as n→∞n\to\infty.

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