On the First Hitting Time Density for a Reducible Diffusion Process

2021 ◽  
pp. 167-194
Keyword(s):  
Diffusion Process ◽  
Hitting Time ◽  
First Hitting Time ◽  
Time Density

On the first hitting time density for a reducible diffusion process

2020 ◽  
Vol 20 (5) ◽  
pp. 723-743 ◽  
Author(s):  
Alexander Lipton ◽  
Vadim Kaushansky
Keyword(s):  
Diffusion Process ◽  
Hitting Time ◽  
First Hitting Time ◽  
Time Density

Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1

2005 ◽  
Vol 21 (4) ◽  
pp. 967-980 ◽  
Author(s):  
L. Alili ◽  
P. Patie ◽  
J. L. Pedersen
Keyword(s):  
Hitting Time ◽  
First Hitting Time ◽  
Time Density

scholarly journals Randomization in the first hitting time problem

2009 ◽  
Vol 79 (23) ◽  
pp. 2422-2428 ◽  
Author(s):  
Ken Jackson ◽  
Alexander Kreinin ◽  
Wanhe Zhang
Keyword(s):  
Hitting Time ◽  
First Hitting Time ◽  
Time Problem

The Study on Convergence and Convergence Rate of Genetic Algorithm Based on an Absorbing Markov Chain

2012 ◽  
Vol 239-240 ◽  
pp. 1511-1515 ◽  
Author(s):  
Jing Jiang ◽  
Li Dong Meng ◽  
Xiu Mei Xu
Keyword(s):  
Genetic Algorithm ◽  
Markov Chain ◽  
Convergence Rate ◽  
Hitting Time ◽  
Sufficient Condition ◽  
First Hitting Time ◽  
Absorbing Markov Chain ◽  
Expected Hitting Time ◽  
Optimization Efficiency ◽  
Theoretical Issues

The study on convergence of GA is always one of the most important theoretical issues. This paper analyses the sufficient condition which guarantees the convergence of GA. Via analyzing the convergence rate of GA, the average computational complexity can be implied and the optimization efficiency of GA can be judged. This paper proposes the approach to calculating the first expected hitting time and analyzes the bounds of the first hitting time of concrete GA using the proposed approach.

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