作者：Asmussen, S
作者单位：Lund University
摘要：Consider a reflected random walk W(n+1) = (W(n) +X(n))(+), where X(o), X(1),... are i.i.d. with negative mean and subexponential with common distribution F. It is shown that the probability that the maximum within a regenerative cycle with mean mu exceeds x is approximately mu (F) over bar(x) as x --> infinity, and thereby that max (W(o),..., W(n)) has the same asymptotics as max(X(o),...,X(n)) as n --> infinity. In particular, the extremal index is shown to be theta = 0, and the point process...
作者：Cot, C; Catoni, O
作者单位：Centre National de la Recherche Scientifique (CNRS); Centre National de la Recherche Scientifique (CNRS); Universite Paris Saclay
摘要：We investigate how to tune a generalized simulated annealing algorithm with piecewise constant cooling schedule to get an optical convergence exponent. The optimal convergence exponent of generalized simulated annealing algorithms has been computed by Catoni and Trouve. It is reached only with triangular sequences of temperatures, meaning that different finite sequences are used, depending on the time resource available for computations (expressed by an overall number of iterations). We show f...
