Séminaire Lotharingien de Combinatoire, B19j (1988), 8 pp.
[Formerly: Publ. I.R.M.A. Strasbourg, 1988, 361/S-19, p.
23-30.]
Ulrich Faigle
Konvergenzverhalten gewisser Markov-Prozesse
Abstract.
Probabilistic methods which are summarised under the term Simulated
Annealing want to model the minimisation of energy states in thermodynamics.
The idea of this method goes back to Metropolis et al., who observed
that in Markov processes with symmetric transition probabilities,
in the limit an element is produced according to a Boltzmann distribuution.
The exerience with Simulated Annealung soo far shoows that the success
is very implemention-dependent. However, the theoretical background
for good implementations is largely missing. In this paper, some new
results on the convergence of Simulating-Annealing-processes are
discussed.
The following version is available: