On the rate of convergence of some stochastic processes

Walter Kern

doi:10.1287/moor.14.2.275

On the rate of convergence of some stochastic processes

Walter Kern

Discrete Mathematics and Mathematical Programming

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Abstract

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.).

Original language	Undefined
Pages (from-to)	275-280
Journal	Mathematics of operations research
Volume	14
Issue number	2
DOIs	https://doi.org/10.1287/moor.14.2.275
Publication status	Published - 1989

Keywords

IR-98540

Access to Document

10.1287/moor.14.2.275

3689706

Cite this

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DO - 10.1287/moor.14.2.275

M3 - Article

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