  We show a communication complexity lower bound for finding a correlated
equilibrium of a two-player game. More precisely, we define a two-player $N
\times N$ game called the 2-cycle game and show that the randomized
communication complexity of finding a 1/poly($N$)-approximate correlated
equilibrium of the 2-cycle game is $\Omega(N)$. For small approximation values,
this answers an open question of Babichenko and Rubinstein (STOC 2017). Our
lower bound is obtained via a direct reduction from the unique set disjointness
problem.
