Weak convergence of the simulated annealing process in general state space

DOI10.5186/aasfm.1992.1706zbMath0783.60069OpenAlexW2315582941MaRDI QIDQ4278214

Eero Saksman, Heikki Haario

Publication date: 31 January 1994

Published in: Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1992.1706

zbMATH Keywords

weak convergencesimulated annealing algorithmcoefficient of ergodicity

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Convergence of probability measures (60B10)