X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/16dcc.git/blobdiff_plain/70f3455e44e96f0ad00501af3d6f396bc09ef436..HEAD:/stopping.tex diff --git a/stopping.tex b/stopping.tex index 1ac6999..bb95663 100644 --- a/stopping.tex +++ b/stopping.tex @@ -1,6 +1,6 @@ This section considers functions $f: \Bool^{\mathsf{N}} \rightarrow \Bool^{\mathsf{N}} $ issued from an hypercube where an Hamiltonian path has been removed -as described in previous section. +as described in the previous section. Notice that the iteration graph is always a subgraph of ${\mathsf{N}}$-cube augmented with all the self-loop, \textit{i.e.}, all the edges $(v,v)$ for any $v \in \Bool^{\mathsf{N}}$. @@ -10,7 +10,7 @@ interpreted as Markov chains. \begin{xpl} Let us consider for instance the graph $\Gamma(f)$ defined -in \textsc{Figure~\ref{fig:iteration:f*}.} and +in Figure~\ref{fig:iteration:f*} and the probability function $p$ defined on the set of edges as follows: $$ p(e) \left\{ @@ -39,13 +39,13 @@ P=\dfrac{1}{6} \left( A specific random walk in this modified hypercube is first -introduced (See section~\ref{sub:stop:formal}). We further +introduced (see Section~\ref{sub:stop:formal}). We further study this random walk in a theoretical way to provide an upper bound of fair sequences -(See section~\ref{sub:stop:bound}). -We finally complete these study with experimental +(see Section~\ref{sub:stop:bound}). +We finally complete this study with experimental results that reduce this bound (Sec.~\ref{sub:stop:exp}). -Notice that for a general references on Markov chains +For a general reference on Markov chains, see~\cite{LevinPeresWilmer2006}, and particularly Chapter~5 on stopping times. @@ -60,11 +60,14 @@ $$\tv{\pi-\mu}=\frac{1}{2}\sum_{X\in\Bool^{\mathsf{N}}}|\pi(X)-\mu(X)|.$$ Moreov $\nu$ is a distribution on $\Bool^{\mathsf{N}}$, one has $$\tv{\pi-\mu}\leq \tv{\pi-\nu}+\tv{\nu-\mu}$$ -Let $P$ be the matrix of a Markov chain on $\Bool^{\mathsf{N}}$. $P(X,\cdot)$ is the -distribution induced by the $X$-th row of $P$. If the Markov chain induced by -$P$ has a stationary distribution $\pi$, then we define +Let $P$ be the matrix of a Markov chain on $\Bool^{\mathsf{N}}$. For any +$X\in \Bool^{\mathsf{N}}$, let $P(X,\cdot)$ be the distribution induced by the +${\rm bin}(X)$-th row of $P$, where ${\rm bin}(X)$ is the integer whose +binary encoding is $X$. If the Markov chain induced by $P$ has a stationary +distribution $\pi$, then we define $$d(t)=\max_{X\in\Bool^{\mathsf{N}}}\tv{P^t(X,\cdot)-\pi}.$$ +%\ANNOT{incohérence de notation $X$ : entier ou dans $B^N$ ?} and $$t_{\rm mix}(\varepsilon)=\min\{t \mid d(t)\leq \varepsilon\}.$$ @@ -73,8 +76,8 @@ $$t_{\rm mix}(\varepsilon)=\min\{t \mid d(t)\leq \varepsilon\}.$$ %% \textit{i.e.}, is the time until the matrix $X$ of a Markov chain %% is $\epsilon$-close to a stationary distribution. -Intutively speaking, $t_{\rm mix}(\varepsilon)$ is the time/steps required -to be sure to be $\varepsilon$-close to the staionary distribution, wherever +Intuitively speaking, $t_{\rm mix}(\varepsilon)$ is the time/steps required +to be sure to be $\varepsilon$-close to the stationary distribution, wherever the chain starts. @@ -117,7 +120,6 @@ $$\P_X(X_\tau=Y)=\pi(Y).$$ \subsection{Upper bound of Stopping Time}\label{sub:stop:bound} - A stopping time $\tau$ is a {\emph strong stationary time} if $X_{\tau}$ is independent of $\tau$. The following result will be useful~\cite[Proposition~6.10]{LevinPeresWilmer2006}, @@ -135,8 +137,8 @@ In other words, $E$ is the set of all the edges in the classical ${\mathsf{N}}$-cube. Let $h$ be a function from $\Bool^{\mathsf{N}}$ into $\llbracket 1, {\mathsf{N}} \rrbracket$. Intuitively speaking $h$ aims at memorizing for each node -$X \in \Bool^{\mathsf{N}}$ which edge is removed in the Hamiltonian cycle, -\textit{i.e.} which bit in $\llbracket 1, {\mathsf{N}} \rrbracket$ +$X \in \Bool^{\mathsf{N}}$ whose edge is removed in the Hamiltonian cycle, +\textit{i.e.}, which bit in $\llbracket 1, {\mathsf{N}} \rrbracket$ cannot be switched. @@ -162,7 +164,7 @@ P_h(X,Y)=\frac{1}{2{\mathsf{N}}} & \textrm{if $X\neq Y$ and $(X,Y) \in E_h$} We denote by $\ov{h} : \Bool^{\mathsf{N}} \rightarrow \Bool^{\mathsf{N}}$ the function such that for any $X \in \Bool^{\mathsf{N}} $, $(X,\ov{h}(X)) \in E$ and $X\oplus\ov{h}(X)=0^{{\mathsf{N}}-h(X)}10^{h(X)-1}$. -The function $\ov{h}$ is said {\it square-free} if for every $X\in \Bool^{\mathsf{N}}$, +The function $\ov{h}$ is said to be {\it square-free} if for every $X\in \Bool^{\mathsf{N}}$, $\ov{h}(\ov{h}(X))\neq X$. \begin{lmm}\label{lm:h} @@ -206,10 +208,10 @@ $$ An integer $\ell\in \llbracket 1,{\mathsf{N}} \rrbracket$ is said {\it fair} at time $t$ if there exists $0\leq j t)\leq \frac{E[\tau]}{t}$. With $t_n=32N^2+16N\ln (N+1)$, one obtains: $\P_X(\tau > t_n)\leq \frac{1}{4}$. -Therefore, using the defintion of $t_{\rm mix)}$ and +Therefore, using the definition of $t_{\rm mix}$ and Theorem~\ref{thm-sst}, it follows that -$t_{\rm mix}\leq 32N^2+16N\ln (N+1)=O(N^2)$. +$t_{\rm mix}(\frac{1}{4})\leq 32N^2+16N\ln (N+1)=O(N^2)$ and that + Notice that the calculus of the stationary time upper bound is obtained @@ -363,20 +377,20 @@ The calculus doesn't consider (balanced) Hamiltonian cycles, which are more regular and more binding than this constraint. Moreover, the bound is obtained using the coarse Markov Inequality. For the -classical (lazzy) random walk the $\mathsf{N}$-cube, without removing any -Hamiltonian cylce, the mixing time is in $\Theta(N\ln N)$. +classical (lazy) random walk the $\mathsf{N}$-cube, without removing any +Hamiltonian cycle, the mixing time is in $\Theta(N\ln N)$. We conjecture that in our context, the mixing time is also in $\Theta(N\ln N)$. -In this later context, we claim that the upper bound for the stopping time +In this latter context, we claim that the upper bound for the stopping time should be reduced. This fact is studied in the next section. \subsection{Practical Evaluation of Stopping Times}\label{sub:stop:exp} Let be given a function $f: \Bool^{\mathsf{N}} \rightarrow \Bool^{\mathsf{N}}$ and an initial seed $x^0$. -The pseudo code given in algorithm~\ref{algo:stop} returns the smallest +The pseudo code given in Algorithm~\ref{algo:stop} returns the smallest number of iterations such that all elements $\ell\in \llbracket 1,{\mathsf{N}} \rrbracket$ are fair. It allows to deduce an approximation of $E[\ts]$ by calling this code many times with many instances of function and many seeds. @@ -401,21 +415,21 @@ $\textit{fair}\leftarrow\emptyset$\; } \Return{$\textit{nbit}$}\; %\end{scriptsize} -\caption{Pseudo Code of stoping time calculus } +\caption{Pseudo Code of stopping time computation} \label{algo:stop} \end{algorithm} Practically speaking, for each number $\mathsf{N}$, $ 3 \le \mathsf{N} \le 16$, -10 functions have been generaed according to method presented in section~\ref{sec:hamilton}. For each of them, the calculus of the approximation of $E[\ts]$ -is executed 10000 times with a random seed. The Figure~\ref{fig:stopping:moy} -summarizes these results. In this one, a circle represents the +10 functions have been generated according to the method presented in Section~\ref{sec:hamilton}. For each of them, the calculus of the approximation of $E[\ts]$ +is executed 10000 times with a random seed. Figure~\ref{fig:stopping:moy} +summarizes these results. A circle represents the approximation of $E[\ts]$ for a given $\mathsf{N}$. The line is the graph of the function $x \mapsto 2x\ln(2x+8)$. It can firstly be observed that the approximation is largely -smaller than the upper bound given in theorem~\ref{prop:stop}. +smaller than the upper bound given in Theorem~\ref{prop:stop}. It can be further deduced that the conjecture of the previous section -is realistic according the graph of $x \mapsto 2x\ln(2x+8)$. +is realistic according to the graph of $x \mapsto 2x\ln(2x+8)$. @@ -436,7 +450,7 @@ is realistic according the graph of $x \mapsto 2x\ln(2x+8)$. \begin{figure} \centering -\includegraphics[scale=0.5]{complexity} +\includegraphics[width=0.49\textwidth]{complexity} \caption{Average Stopping Time Approximation}\label{fig:stopping:moy} \end{figure}