Browsing by Subject "Random walks"
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Item Open Access Diffusion approximation for processes with Semi-Markov switches and applications in queueing models(Springer, Boston, 1999) Anisimov, Vladimir V.; Janssen, J.; Limnios, N.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 Approximation types theorems for trajectory of the process are proved. In case of asymptotically consolidated environment a convergence to a solution of a differential or stochastic differential equation with Markov switches is studied. Applications to the analysis of random movements with fast semi-Markov switches and semi-Markov queueing systems in case of heavy traffic conditions are considered.Item Open Access Levy walk evolution for global optimization(ACM, 2008-07) Urfalıoğlu, Onay; Çetin, A. Enis; Kuruoğlu, E. E.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 to realize a random walk and so to generate new solution candidates in the mutation step. The proposed method is compared to the popular Differential Evolution method, which is one of the best general evolutionary global optimizers available. Experimental results indicate that the proposed approach yields a general improvement in the required number of function evaluations to solve global optimization problems. Especially, as shown in experiments, the underlying heavy tailed alpha-stable distribution enables a considerably more effective global search in more complex problems. Track: Evolution Strategies.Item Open Access Random walks on symmethric spaces and inequalities for matrix spectra(Elsevier, 2000-11-01) Klyachko, A.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 [Matrix Spectral Inequalities, Johns Hopkins University Press, Baltimore, MD, 1988]. © 2000 Elsevier Science Inc. All rights reserved.Item Open Access Random walks on symmetric spaces and inequalities for matrix spectra(2000) Klyachko, A.A.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 [Matrix Spectral Inequalities, Johns Hopkins University Press, Baltimore, MD, 1988]. © 2000 Elsevier Science Inc.