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math.PR2018
Analysis of Relaxation Time in Random Walk with Jumps
Konstantin Avrachenkov, Ilya Bogdanov
We study the relaxation time in the random walk with jumps. The random walk with jumps combines random walk based sampling with uniform node sampling and improves the performance o…
math.PR2018
Metastability in Stochastic Replicator Dynamics
Konstantin Avrachenkov, Vivek S. Borkar
We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from…