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University of Illinois at Urbana-Champaign
Balance of Recurrence Order in Time-Inhomogeneous Markov Chains With Applications to Simulated Annealing
Abstract
dc:descriptionConsidered in this thesis is the class of time-inhomogeneous Markov chains whose transition probabilities are proportional to nonnegative powers of a small, time-varying parameter. A new notion of order of recurrence is introduced for the states and transitions of such Markov processes. These orders of recurrence provide considerable information about the asymptotic behavior of the process.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Electrical Engineering
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2014
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Connors, Daniel Patrick
- Contributors dc:contributor
-
- Kumar, P.R.
Subjects
dc:subject × 1Identifiers
dc:identifier.*- Identifier
- (UMI)AAI8823108
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/69395