On discrete inhomogeneous exit problems

DOI10.1214/AOAP/1035463326MaRDI QIDQ1354835zbMATH OpenOpenAlexFDO

Authors Laurent Miclo

Publication date 8 September 1997

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1035463326

zbMATH Keywords

compensators of exit timesestimation of resolventsexit problem for families of cooling schedulesinhomogeneous Markov processes at vanishing temperature

Mathematics Subject Classification ID

Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Transition functions, generators and resolvents (60J35)

Recommendations

• Sur les temps d'occupations des processus de markov finis inhomogènes à basse température
• On the problem of exit from cycles for simulated annealing processes. A backward equation approach
• A limit theorem for a class of inhomogeneous Markov processes
• Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
• Asymptotics of exit times for Markov jump processes. I

Cites work

• Applications of sharp large deviations estimates to optimal cooling schedules
• Convex Analysis
• Cooling Schedules for Optimal Annealing
• Estimation of the density of simulated annealing
• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 3727272 (Why is no real title available?)
• scientific article; zbMATH DE number 140537 (Why is no real title available?)
• scientific article; zbMATH DE number 522894 (Why is no real title available?)
• scientific article; zbMATH DE number 665662 (Why is no real title available?)
• Laws of large numbers for the annealing algorithm
• Nonstationary Markov chains and convergence of the annealing algorithm
• On the Convergence Rate of Annealing Processes
• Optimization by simulated annealing
• Remarks on the ergodicity of simulated annealing algorithms on a graph
• Simulated annealing via Sobolev inequalities
• Singular perturbed Markov chains and exact behaviors of simulated annealing processes
• Spectra, exit times and long time asymptotics in the zero-white-noise limit
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Sur les temps d'occupations des processus de markov finis inhomogènes à basse température

Cited in

(13)

• Improved mixing time bounds for the Thorp shuffle and \(L\)-reversal chain
• On the problem of exit from cycles for simulated annealing processes. A backward equation approach
• Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms
• About relaxation time of finite generalized Metropolis algorithms
• On metastability
• Logarithmic Sobolev inequalities for finite Markov chains
• Metastable states, quasi-stationary distributions and soft measures
• The exit path of a Markov chain with rare transitions
• Sur les temps d'occupations des processus de markov finis inhomogènes à basse température
• Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
• Stick-breaking processes, clumping, and Markov chain occupation laws
• On times to quasi-stationarity for birth and death processes
• Modified logarithmic Sobolev inequalities in discrete settings

This page was built for publication: On discrete inhomogeneous exit problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1354835)