Stationary distribution of Markov chains in Rd with application to global random optimization
Chung Yu Dorea, Chang
Bernoulli, Tome 3 (1997) no. 3, p. 415-427 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Stationary and long-run distributions of a class of Markov chains with continuous state space S ⊂ Rd are studied. Applications to random search algorithms for global optimization are presented.
Publié le : 1997-12-14
Classification:  continuous state space,  global random optimization,  stationary distribution 
@article{1175882216,
     author = {Chung Yu Dorea, Chang},
     title = {Stationary distribution of Markov chains in Rd with application to global random optimization},
     journal = {Bernoulli},
     volume = {3},
     number = {3},
     year = {1997},
     pages = { 415-427},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175882216}
}

Chung Yu Dorea, Chang. Stationary distribution of Markov chains in Rd with application to global random optimization. Bernoulli, Tome 3 (1997) no. 3, pp.  415-427. http://gdmltest.u-ga.fr/item/1175882216/