arXiv subjects

R. Rastegar

Publications and source records attributed to R. Rastegar.

3 recordsLinked to original sources

arXiv2019

A Study on the Global Convergence Time Complexity of Estimation of Distribution Algorithms

The Estimation of Distribution Algorithm is a new class of population based search methods in that a probabilistic model of individuals is estimated based on the high quality individuals and used to generate the new individuals. In this paper we compute 1) some upper bounds on the number of iterations required for global convergence of EDA 2) the exact number of iterations needed for EDA to converge to global optima.

cs.AI↗

arXiv2010

Random linear recursions with dependent coefficients

We consider the equation R(n)=Q(n)+M(n) R(n-1), with random non-i.i.d. coefficients (Q(n),M(n)), and show that the distribution tails of the stationary solution to this equation are regularly varying at infinity.

math.PR↗

arXiv2010

Multivariate linear recursions with Markov-dependent coefficients

We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results previously established for i.i.d. coefficients.

math.PR↗