کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156323 | 958820 | 2008 | 35 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Simulated annealing for Lévy-driven jump-diffusions
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We consider a one-dimensional dynamical system driven by a vector field −U′−U′, where UU is a multi-well potential satisfying some regularity conditions. We perturb this dynamical system by a stable symmetric non-Gaussian Lévy process whose scale decreases as a power function of time. It turns out that the limiting behaviour of the perturbed dynamical system is different for slow and fast decrease rates of the noise intensity. As opposed to the well-studied Gaussian case, the support of the limiting law is not located in the set of global minima of UU.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 118, Issue 6, June 2008, Pages 1071–1105
Journal: Stochastic Processes and their Applications - Volume 118, Issue 6, June 2008, Pages 1071–1105
نویسندگان
Ilya Pavlyukevich,