ASYMPTOTIC 1ST HITTING-TIME DISTRIBUTION OF ANNEALING PROCESSES

Authors
MAZZA C
Citation
C. Mazza, ASYMPTOTIC 1ST HITTING-TIME DISTRIBUTION OF ANNEALING PROCESSES, SIAM journal on control and optimization, 32(5), 1994, pp. 1266-1288
Citations number
13
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
32
Issue
5
Year of publication
1994
Pages
1266 - 1288
Database
ISI
SICI code
0363-0129(1994)32:5<1266:A1HDOA>2.0.ZU;2-A
Abstract
This paper presents asymptotics for the distribution of the first hitt ing time tau of E(min) for the continuous-time version of simulated an nealing processes. The method considers the backward equation associat ed with the process. It is shown that under certain assumptions, it is possible to characterize the eigenvectors of the transition matrix wi th the help of polynomials that are related to some families of graphs .