We propose a new convergence criterion for the stochastic algorithm for the optimization of probabilities (SAOP) described in an earlier paper. The criterion is based on the dissection principle for irreducible finite Markov chains.

Addendum to "A stochastic algorithm to compute optimal probabilities in the chaos game": a new convergence criterium

MORATO, Laura Maria;SIRI, Paola
2004-01-01

Abstract

We propose a new convergence criterion for the stochastic algorithm for the optimization of probabilities (SAOP) described in an earlier paper. The criterion is based on the dissection principle for irreducible finite Markov chains.
2004
image data, stochastic algorithm, Markov chain, martingale
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/302401
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