Browsing by Keywords "Random walks"
Now showing items 1-4 of 4
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Diffusion approximation for processes with Semi-Markov switches and applications in queueing models
(Springer, Boston, 1999)Stochastic processes with semi-Markov switches (or in semi-Markov environment) and general Switching processes are considered. In case of asymptotically ergodic environment functional Averaging Principle and Diffusion ... -
Levy walk evolution for global optimization
(ACM, 2008-07)A novel evolutionary global optimization approach based on adaptive covariance estimation is proposed. The proposed method samples from a multivariate Levy Skew Alpha-Stable distribution with the estimated covariance matrix ... -
Random walks on symmethric spaces and inequalities for matrix spectra
(ElsevierElsevier Inc., 2000-11-01)Using harmonic analysis on symmetric spaces we reduce the singular spectral problem for products of matrices to the recently solved spectral problem for sums of Hermitian matrices. This proves R.C. Thompson’s conjecture ... -
Random walks on symmetric spaces and inequalities for matrix spectra
(2000)Using harmonic analysis on symmetric spaces we reduce the singular spectral problem for products of matrices to the recently solved spectral problem for sums of Hermitian matrices. This proves R.C. Thompson's conjecture ...