Evaluating Stationary Distribution of the Binary GA Markov Chain in Special Cases
نویسندگان
چکیده
The evolutionary algorithm stochastic process is well-known to be Markovian. These have been under investigation in much of the theoretical evolutionary computing research. When mutation rate is positive, the Markov chain modeling an evolutionary algorithm is irreducible and, therefore, has a unique stationary distribution. Rather little is known about the stationary distribution. In fact, the only quantitative facts established so far, tell us that the stationary distributions of Markov chains modeling evolutionary algorithms concentrate on the uniform populations (i.e. these populations consisting of the repeated copy of the same individual). At the same time, knowing the stationary distribution may provide some information about the expected time it takes for the algorithm to reach a certain solution, assessment of the biases due to recombination and selection and is of importance in population genetics to assess what’s called a “genetic load” (see the introduction for more details). In the recent joint works of the first author, some bounds have been established on the rates at which the stationary distribution concentrates on the uniform populations. The primary tool used in these papers is the “quotient construction” method. It turns out that the “quotient construction” method can be significantly strengthen to yield much more informative results. In the current paper we present a couple of examples where we compute the stationary distribution of a GA Markov chain using the quotient construction method. Furthermore, we show another important asymptotic result which we hope will be of technical importance in the future applications.
منابع مشابه
AN APPLICATION OF TRAJECTORIES AMBIGUITY IN TWO-STATE MARKOV CHAIN
In this paper, the ambiguity of nite state irreducible Markov chain trajectories is reminded and is obtained for two state Markov chain. I give an applicable example of this concept in President election
متن کاملA two-sided Bernoulli-based CUSUM control chart with autocorrelated observations
Usually, in monitoring a proportion p < /em>, the binary observations are considered independent; however, in many real cases, there is a continuous stream of autocorrelated binary observations in which a two-state Markov chain model is applied with first-order dependence. On the other hand, the Bernoulli CUSUM control chart which is not robust to autocorrelation can be applied two-sided co...
متن کاملCOMPARISON ABILITY OF GA AND DP METHODS FOR OPTIMIZATION OF RELEASED WATER FROM RESERVOIR DAM BASED ON PRODUCED DIFFERENT SCENARIOS BY MARKOV CHAIN METHOD
Planning for supply water demands (drinkable and irrigation water demands) is a necessary problem. For this purpose, three subjects must be considered (optimization of water supply systems such as volume of reservoir dams, optimization of released water from reservoir and prediction of next droughts). For optimization of volume of reservoir dams, yield model is applied. Reliability of yield mod...
متن کاملA probabilistic interpretation of the Macdonald polynomials
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in the power sum polynomials. The Markov chain has stationary distribution a new two-parameter family of measures on partitions, the inverse of the Macdonald we...
متن کاملRelative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain
In this paper we study the relative entropy rate between a homogeneous Markov chain and a hidden Markov chain defined by observing the output of a discrete stochastic channel whose input is the finite state space homogeneous stationary Markov chain. For this purpose, we obtain the relative entropy between two finite subsequences of above mentioned chains with the help of the definition of...
متن کامل