
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.
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
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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