A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA

We describe a mathematical model for the infinite-population dynamics of a simple continuous EDA: UMDAc. Using this model, it is possible to numerically generate the dynamics of the algorithm on a fitness function of known form. The technique is compared with existing analysis and illustrated on a number of simple test problems. The model is also used to examine the effect of adding an amplification constant to the variance parameter of the UMDAc model