2015
DOI: 10.1007/s00453-015-0048-0
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Concentration of First Hitting Times Under Additive Drift

Abstract: In studying randomized search heuristics, a frequent quantity of interest is the first time a (realvalued) stochastic process obtains (or passes) a certain value. Commonly, the processes under investigation show a bias towards this goal, the stochastic drift. Turning an iteration-wise expected bias into a first time of obtaining a value is the main result of drift theorems. This thesis gives an introduction into the theory of stochastic drift, providing examples and reviewing the main drift theorems available.… Show more

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Cited by 52 publications
(37 citation statements)
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“…The next theorem gives a lower bound on hitting times of random walks even if we start close to the goal, provided that the drift towards the goal is weak. We remark that the statement on the expectation is similar to other lower bounds for additive drift [9], but the existing tail bounds are tailored to the regime of strong drift, and are thus not tight in our case. We prove it by martingale theory.…”
Section: Theorem 33 (Variable Driftsupporting
confidence: 51%
See 1 more Smart Citation
“…The next theorem gives a lower bound on hitting times of random walks even if we start close to the goal, provided that the drift towards the goal is weak. We remark that the statement on the expectation is similar to other lower bounds for additive drift [9], but the existing tail bounds are tailored to the regime of strong drift, and are thus not tight in our case. We prove it by martingale theory.…”
Section: Theorem 33 (Variable Driftsupporting
confidence: 51%
“…For bloat estimation we need a lower bound drift theorem in the regime of weak additive drift. A related theorem (Theorem 3.5) follows from Theorem 10 and 12 in [9]. Theorem 3.5 is not directly applicable to our situation, since it gives only tight bounds in the regime of strong drift.…”
Section: Theorem 33 (Variable Driftmentioning
confidence: 99%
“…By a refinement to the negative drift theorem of Oliveto and Witt [25,24] (cf Theorem 3 of [18]), since (1) . So, for any polynomial s = poly(n), with probability superpolynomially close to one, Y s has not yet reached a state larger than (1/2 − a)K, and so p i,t > a for all 1 ≤ t ≤ s. As this holds for arbitrary i, applying a union bound retains a superpolynomially small probability that any of the n frequencies have gone below a by s = poly(n) steps.…”
Section: Compact Gamentioning
confidence: 97%
“…By Lemma 5 and 6, we see that with probability at least p = 1 − (1/e) − o(1), one iteration of the main loop of Algorithm 1 produces a solution y with Om(y) ≥ Om(x) + ∆, where ∆ is some number satisfying ∆ = Ω(log(λ)/ log log(λ)). This seems to call for an application of additive drift (Theorem 4), but in particular for the derivation of the large deviation claim, the following handmade solution seems to be easier (despite several tail bounds for additive drift existing, see, e.g., [46] and the references therein).…”
Section: Proof (Of Theorem 7)mentioning
confidence: 99%