scholarly journals An Extension of Geiringer's Theorem for a Wide Class of Evolutionary Search Algorithms

2006 ◽  
Vol 14 (1) ◽  
pp. 87-118 ◽  
Author(s):  
Boris Mitavskiy ◽  
Jonathan Rowe

The frequency with which various elements of the search space of a given evolutionary algorithm are sampled is affected by the family of recombination (reproduction) operators. The original Geiringer theorem tells us the limiting frequency of occurrence of a given individual under repeated application of crossover alone for the classical genetic algorithm. Recently, Geiringer's theorem has been generalized to include the case of linear GP with homologous crossover (which can also be thought of as a variable length GA). In the current paper we prove a general theorem which tells us that under rather mild conditions on a given evolutionary algorithm, call it A, the stationary distribution of a certain Markov chain of populations in the absence of selection is unique and uniform. This theorem not only implies the already existing versions of Geiringer's theorem, but also provides a recipe of how to obtain similar facts for a rather wide class of evolutionary algorithms. The techniques which are used to prove this theorem involve a classical fact about random walks on a group and may allow us to compute and/or estimate the eigenvalues of the corresponding Markov transition matrix which is directly related to the rate of convergence towards the unique limiting distribution.

2003 ◽  
Vol 2003 (34) ◽  
pp. 2139-2146 ◽  
Author(s):  
Nuno Martins ◽  
Ricardo Severino ◽  
J. Sousa Ramos

We compute theK-groups for the Cuntz-Krieger algebras𝒪A𝒦(fμ), whereA𝒦(fμ)is the Markov transition matrix arising from the kneading sequence𝒦(fμ)of the one-parameter family of real quadratic mapsfμ.


2013 ◽  
Vol 100 (11) ◽  
pp. 1569-1578
Author(s):  
Fei Wang ◽  
Mathini Sellathurai ◽  
David Wilcox ◽  
Jianjiang Zhou

Author(s):  
Steven T. Garren

The convergence rate of a Markov transition matrix is governed by the second largest eigenvalue, where the first largest eigenvalue is unity, under general regularity conditions. Garren and Smith (2000) constructed confidence intervals on this second largest eigenvalue, based on asymptotic normality theory, and performed simulations, which were somewhat limited in scope due to the reduced computing power of that time period. Herein we focus on simulating coverage intervals, using the advanced computing power of our current time period. Thus, we compare our simulated coverage intervals to the theoretical confidence intervals from Garren and Smith (2000).


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