Probabilistic Search with Overrides
Open Access
- 1 November 1995
- journal article
- research article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 5 (4) , 1087-1094
- https://doi.org/10.1214/aoap/1177004607
Abstract
Consider a time-inhomogeneous Markov chain which converges in probability to a subset S-0 of its state space. Override the standard move mechanism up to a random transition time, almost surely finite, but not necessarily a stopping time. Under weak conditions, the modified process converges in probability to the same set S-0. Two examples of independent interest illustrate this result.Keywords
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