Université Paul Sabatier | Toulouse | |
CNRS U.M.R. C5583 | ||
Laboratoire de Statistique et Probabilités | ||
Auteur(s): Pierre del Moral et Laurent miclo
Code(s) de Classification MSC:
Résumé:In this article we study a class of time self-interacting ``Markov'' chain models. We propose a novel theoretical basis based on measure valued processes and semigroup technics to analyze their asymptotic behavior as the time parameter tends to infinity. We exhibit different types of decays to equilibrium depending on the level of interaction. We illustrate these results in a variety of examples including Gaussian or Poisson self-interacting models. We analyze the long time behavior of a new class of evolutionary self-interacting chain models. These genetic type algorithms can also be regarded as reinforced stochastic explorations of an environment with obstacles related to a potential function.
Mots Clés:
Date: 2002-06-03
Prépublication numéro:
LSP-2002-06