## The Annals of Applied Probability

### Probabilistic Search with Overrides

#### Abstract

Consider a time-inhomogeneous Markov chain which converges in probability to a subset $S_0$ of its state space. Override the standard move mechanism up to a random transition time, almost surely finite, but not necessarily a stopping time. Under weak conditions, the modified process converges in probability to the same set $S_0$. Two examples of independent interest illustrate this result.

#### Article information

Source
Ann. Appl. Probab. Volume 5, Number 4 (1995), 1087-1094.

Dates
First available in Project Euclid: 19 April 2007

http://projecteuclid.org/euclid.aoap/1177004607

Digital Object Identifier
doi:10.1214/aoap/1177004607

Mathematical Reviews number (MathSciNet)
MR1384367

Zentralblatt MATH identifier
0851.60069

JSTOR