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1 results

  • Tail events of simulated annealing Markov chains

  • Part of
  • Wojciech Niemiro
  • Journal:
    Journal of Applied Probability / Volume 32 / Issue 4 / December 1995
    Published online by Cambridge University Press:
    14 July 2016, pp. 867-876
    Print publication:
    December 1995

  • We consider non-homogeneous Markov chains generated by the simulated annealing algorithm. We classify states according to asymptotic properties of trajectories. We identify recurrent and transient states. The set of recurrent states is partitioned into disjoint classes of asymptotically communicating states. These classes correspond to atoms of the tail sigma-field. The results are valid under the weak reversibility assumption of Hajek.