scholarly journals A Markov Chain Analysis of Genetic Algorithms: Large Deviation Principle Approach

2010 ◽  
Vol 47 (4) ◽  
pp. 967-975 ◽  
Author(s):  
Joe Suzuki

In this paper we prove that the stationary distribution of populations in genetic algorithms focuses on the uniform population with the highest fitness value as the selective pressure goes to ∞ and the mutation probability goes to 0. The obtained sufficient condition is based on the work of Albuquerque and Mazza (2000), who, following Cerf (1998), applied the large deviation principle approach (Freidlin-Wentzell theory) to the Markov chain of genetic algorithms. The sufficient condition is more general than that of Albuquerque and Mazza, and covers a set of parameters which were not found by Cerf.

2010 ◽  
Vol 47 (04) ◽  
pp. 967-975
Author(s):  
Joe Suzuki

In this paper we prove that the stationary distribution of populations in genetic algorithms focuses on the uniform population with the highest fitness value as the selective pressure goes to ∞ and the mutation probability goes to 0. The obtained sufficient condition is based on the work of Albuquerque and Mazza (2000), who, following Cerf (1998), applied the large deviation principle approach (Freidlin-Wentzell theory) to the Markov chain of genetic algorithms. The sufficient condition is more general than that of Albuquerque and Mazza, and covers a set of parameters which were not found by Cerf.


2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Ran Wang ◽  
Jianliang Zhai ◽  
Shiling Zhang

<p style='text-indent:20px;'>In this paper, we establish a large deviation principle for stochastic Burgers type equation with reflection perturbed by the small multiplicative noise. The main difficulties come from the highly non-linear coefficient and the singularity caused by the reflection. Here, we adopt a new sufficient condition for the weak convergence criteria, which is proposed by Matoussi, Sabbagh and Zhang [<xref ref-type="bibr" rid="b14">14</xref>].</p>


2011 ◽  
Vol 11 (01) ◽  
pp. 157-181 ◽  
Author(s):  
KANEHARU TSUCHIDA

We prove the large deviation principle for continuous additive functionals under certain assumptions. The underlying symmetric Markov processes include Brownian motion and symmetric and relativistic α-stable processes.


Author(s):  
Andrei Khrennikov ◽  
Achref Majid

In this paper, we prove a large deviation principle for the background field in prequantum statistical field model. We show a number of examples by choosing a specific random field in our model.


2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.


Author(s):  
Paola Bermolen ◽  
Valeria Goicoechea ◽  
Matthieu Jonckheere ◽  
Ernesto Mordecki

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