Lognormal law for a renormalization chain arising in search theory and the modelling of descent algorithms

DOI10.1016/0167-6377(86)90014-3zbMath0623.90037OpenAlexW2139539337WikidataQ115108707 ScholiaQ115108707MaRDI QIDQ1091929

J. Michael Steele

Publication date: 1986

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(86)90014-3

zbMATH Keywords

Markov chainlimit theoremrandom searchlognormal descent algorithmobject at an unknown locationrandom descent

Mathematics Subject Classification ID

Search theory (90B40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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• On the convergence properties of the EM algorithm
• Limit properties of Luce's choice theory
• An approach to nonlinear programming

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