On discrete inhomogeneous exit problems

DOI10.1214/aoap/1035463326zbMath0870.60062MaRDI QIDQ1354835

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 times; estimation of resolvents; exit problem for families of cooling schedules; inhomogeneous Markov processes at vanishing temperature

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

60F10: Large deviations

60J35: Transition functions, generators and resolvents

Related Items

Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures, On times to quasi-stationarity for birth and death processes, Modified logarithmic Sobolev inequalities in discrete settings, Improved mixing time bounds for the Thorp shuffle and \(L\)-reversal chain, Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms, About relaxation time of finite generalized Metropolis algorithms, Logarithmic Sobolev inequalities for finite Markov chains, The exit path of a Markov chain with rare transitions

Cites Work

• Optimization by Simulated Annealing
• Laws of large numbers for the annealing algorithm
• Nonstationary Markov chains and convergence of the annealing algorithm
• Simulated annealing via Sobolev inequalities
• Applications of sharp large deviations estimates to optimal cooling schedules
• Singular perturbed Markov chains and exact behaviors of simulated annealing processes
• Estimation of the density of simulated annealing
• Remarks on the ergodicity of simulated annealing algorithms on a graph
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Cooling Schedules for Optimal Annealing
• On the Convergence Rate of Annealing Processes
• Spectra, exit times and long time asymptotics in the zero-white-noise limit
• Sur les temps d'occupations des processus de markov finis inhomogènes à basse température
• Convex Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item