On the rate of convergence of some stochastic processes

On the rate of convergence of some stochastic processes

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Article ID: iaor19881286
Country: United States
Volume: 14
Issue: 2
Start Page Number: 275
End Page Number: 280
Publication Date: May 1989
Journal: Mathematics of Operations Research
Authors:
Keywords: graphs, probability
Abstract:

The paper presents a general technique for obtaining bounds on the deviation of the optimal value of some stochastic combinatorial problems from their mean. As a particular application, it proves an exponential rate of convergence for the length of a shortest path through n random points in the unit square. This strengthens a previous result of Steele.

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