On the Rate of Convergence of some Stochastic Processes

Kern, Walter (1989) On the Rate of Convergence of some Stochastic Processes.
Published in: Mathematics of Operations Research Vol. 14 (2). pp. 275-280.


We present 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, we prove 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 (Steele, J. M. 1981. Complete convergence of short paths and Karp's algorithm for the TPS. Math. Oper. Res.).

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ZAIK Number: zpr86-026
Depositing User: Archive Admin
Date Deposited: 02 Apr 2001 00:00
Last Modified: 19 Jan 2012 12:22
URI: http://e-archive.informatik.uni-koeln.de/id/eprint/26