منابع مشابه
Asymptotics for Hitting Times
In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class (A) F = F is continuous and concave; F (t) ≤ t for t ≥ 0.. Note that all possible asymptotics are absolutely continuous.
متن کاملHitting times for Gaussian processes
We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and in particular cases like the fractional Brownian motion are discussed. AMS Subject Classification: 60H05, 60H07
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We consider a stochastic process (Xt)t≥0 that grows linearly in time and experiences collapses at times governed by a Poisson process with rate λ. The collapses are modeled by multiplying the process level by a random variable supported on [0, 1). For the hitting time defined as τy = inf{t > 0|Xt = y} we derive power series for the Laplace transform and all moments. We further discuss the asymp...
متن کاملRigorous Hitting Times for Binary Mutations
In the binary evolutionary optimization framework, two mutation operators are theoretically investigated. For both the standard mutation, in which all bits are ipped independently with the same probability, and the 1-bit-ip mutation, which ips exactly one bit per bitstring, the statistical distribution of the rst hitting times of the target are thoroughly computed (expectation and variance) up ...
متن کاملHitting Times for Random Walks with Restarts
The time it takes a random walker in a lattice to reach the origin from another vertex x, has infinite mean. If the walker can restart the walk at x at will, then the minimum expected hitting time γ(x, 0) (minimized over restarting strategies) is finite; it was called the “grade” of x by Dumitriu, Tetali and Winkler. They showed that, in a more general setting, the grade (a variant of the “Gitt...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2005
ISSN: 0091-1798
DOI: 10.1214/009117904000000883