SIAM Journal on Control and Optimization, Vol.32, No.5, 1266-1288, 1994
Asymptotic 1st Hitting-Time Distribution of Annealing Processes
This paper presents asymptotics for the distribution of the first hitting time tau of E(min) for the continuous-time version of simulated annealing processes. The method considers the backward equation associated with the process. It is shown that under certain assumptions, it is possible to characterize the eigenvectors of the transition matrix with the help of polynomials that are related to some families of graphs.
Keywords:MARKOV-CHAINS