scholarly journals Changes of measure and representations of the first hitting time of a Bessel process

2011 ◽  
Vol 5 (4) ◽  
Author(s):  
Gerardo Hernandez-del-Valle
Keyword(s):  
Bessel Process ◽  
Hitting Time ◽  
First Hitting Time

scholarly journals First Passage Time of a Markov Chain That Converges to Bessel Process

2017 ◽  
Vol 2017 ◽  
pp. 1-7 ◽  
Author(s):  
Moussa Kounta
Keyword(s):  
Markov Chain ◽  
First Passage Time ◽  
Passage Time ◽  
Bessel Process ◽  
Hitting Time ◽  
The Other ◽  
First Hitting Time ◽  
First Passage ◽  
Discrete Markov Chain

We investigate the probability of the first hitting time of some discrete Markov chain that converges weakly to the Bessel process. Both the probability that the chain will hit a given boundary before the other and the average number of transitions are computed explicitly. Furthermore, we show that the quantities that we obtained tend (with the Euclidian metric) to the corresponding ones for the Bessel process.

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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