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Stochastic Processes and their Applications
Article
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Stochastic Processes and their Applications
Article . 1987
License: Elsevier Non-Commercial
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Stochastic Processes and their Applications
Article . 1987 . Peer-reviewed
License: Elsevier Non-Commercial
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zbMATH Open
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SIAM Journal on Control and Optimization
Article . 1988 . Peer-reviewed
Data sources: Crossref
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On the Convergence Rate of Annealing Processes

On the convergence rate of annealing processes
Authors: Chiang, Tzuu-Shuh; Chow, Yunshyong;

On the Convergence Rate of Annealing Processes

Abstract

Let \(X_ t\) be an inhomogeneous Markov process defined on \(S=\{0,1,...,N\}\) with transition rate \[ Q_{ij}=P(i,j)\exp [-(u(j)- u(i))^ t/T(t)]\quad for\quad j\neq i,\quad and\quad =-\sum_{k\neq i}Q_{ik}(t)\quad for\quad j=i, \] where T(t) is the temperature and u(i) is the energy level at i. The paper investigates the rate of convergence of \(P(X_ t=i)\) and shows that \[ \lim_{t\to \infty}P(X(t)=i)/\exp (-u(i)/T(t)) \] exists and is positive for each \(i\in S\) under certain conditions on T(t). These limits are independent of the initial distribution of \(X_ 0\) and can be obtained through solving systems of linear equations.

Keywords

Statistics and Probability, Eigenvalues, singular values, and eigenvectors, forward equation, Markov processes, Modelling and Simulation, Applied Mathematics, simulated annealing, Search theory, Continuous-time Markov processes on discrete state spaces, Stochastic matrices, rate of convergence

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
43
Average
Top 10%
Average
hybrid