PROBABILISTIC SEARCH WITH OVERRIDES
成果类型：
Article
署名作者：
Fox, Bennett L.; Heine, George W.
署名单位：
University of Colorado System; University of Colorado Denver
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004607
发表日期：
1995
页码：
1087-1094
关键词：
摘要：
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.
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