Tail events of simulated annealing Markov chains

被引：2
|
作者：
Niemiro, W
机构：
来源：
JOURNAL OF APPLIED PROBABILITY | 1995年 / 32卷 / 04期
关键词：
non-homogeneous Markov chain; recurrence; transience; tail sigma-field;
D O I：
10.2307/3215200
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider non-homogeneous Markov chains generated by the simulated annealing algorithm. We classify states according to asymptotic properties of trajectories. We identify recurrent and transient states. The set of recurrent states is partitioned into disjoint classes of asymptotically communicating states. These classes correspond to atoms of the tail sigma-field. The results are valid under the weak reversibility assumption of Hajek.
引用
收藏
页码：867 / 876
页数：10
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