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- W2081568812 abstract "Recent advances in drift analysis have given us better and better tools for understanding random processes, including the run time of randomized search heuristics. In the setting of multiplicative drift we do not only have excellent bounds on the expected run time, but also more general results showing the concentration}of the run time. In this paper we investigate the setting of additive drift under the assumption of strong concentration of the step size of the process. Under sufficiently strong drift towards the goal we show a strong concentration of the hitting time. In contrast to this, we show that in the presence of small drift a Gambler's-Ruin-like behavior of the process overrides the influence of the drift. Finally, in the presence of sufficiently strong negative drift the hitting time is superpolynomial with high probability; this corresponds to the so-called negative drift theorem, for which we give new variants." @default.
- W2081568812 created "2016-06-24" @default.
- W2081568812 creator A5004366897 @default.
- W2081568812 date "2014-07-12" @default.
- W2081568812 modified "2023-10-06" @default.
- W2081568812 title "Concentration of first hitting times under additive drift" @default.
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- W2081568812 doi "https://doi.org/10.1145/2576768.2598364" @default.
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