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1
An average-case analysis for a continuous random search algorithm.
ADV APPL PROBAB
2016. [DOI:
10.1017/s0001867800014750
]
[
Citation(s) in
RCA
: 2
]
[
Impact Index Per Article: 0.2
]
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Reference Citation Analysis
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[Indexed: 11/05/2022]
Abstract
We give an upper bound for the average complexity (i.e. the expected number of steps until termination) for a continuous random search algorithm using results from renewal theory. It is thus possible to show that for a predefined accuracy
ε
, the average complexity of the algorithm is
O
(–log
ε
) for
ε
→ 0 which is optimal up to a constant factor.
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2
Crane E
, Georgiou N, Volkov S, Wade AR, Waters RJ. The simple harmonic urn.
ANN PROBAB
2011. [DOI:
10.1214/10-aop605
]
[
Citation(s) in
RCA
: 7
]
[
Impact Index Per Article: 0.5
]
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[Indexed: 11/19/2022]
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3
Russell KG
. Estimating the Value ofeby Simulation.
AM STAT
1991. [DOI:
10.1080/00031305.1991.10475769
]
[
Citation(s) in
RCA
: 2
]
[
Impact Index Per Article: 0.1
]
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[Indexed: 10/28/2022]
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4
Stadje W
. Note on the renewal process for truncated exponential variables.
Stat Probab Lett
1987. [DOI:
10.1016/0167-7152(87)90074-5
]
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: 0
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Impact Index Per Article: 0
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[Indexed: 10/27/2022]
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