Abstract
Stationary and long-run distributions of a class of Markov chains with continuous state space S ⊂ Rd are studied. Applications to random search algorithms for global optimization are presented.
Citation
Chang Chung Yu Dorea. "Stationary distribution of Markov chains in Rd with application to global random optimization." Bernoulli 3 (4) 415 - 427, December 1997.
Information
Published: December 1997
First available in Project Euclid: 6 April 2007
zbMATH: 0892.60075
MathSciNet: MR1483696
Keywords:
continuous state space
,
global random optimization
,
stationary distribution
Rights: Copyright © 1997 Bernoulli Society for Mathematical Statistics and Probability
