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Loading... Markov Chains and Mixing Times (edition 2008)by David A. Levin
Work InformationMarkov Chains and Mixing Times by David A. Levin
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"I enjoyed very much the lucid and clear writing style of the exposition in combination with full mathematical rigor and the fascinating relations of the theory of Markov chains to several other mathematical areas."
This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinatorics, statistical physics, and theoretical computer science. Many of the techniques presented originate in these disciplines. The central tools for estimating convergence times, including coupling, strong stationary times, and spectral methods, are developed. The authors discuss many examples, including card shuffling and the Ising model, from statistical mechanics, and present the connection of random walks to electrical networks and apply it to estimate hitting and cover times. The first edition has been used in courses in mathematics and computer science departments of numerous universities. The second edition features three new chapters (on monotone chains, the exclusion process, and stationary times) and also includes smaller additions and corrections throughout. Updated notes at the end of each chapter inform the reader of recent research developments. No library descriptions found. |
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Google Books — Loading... GenresMelvil Decimal System (DDC)519.233Natural sciences and mathematics Mathematics Applied Mathematics, Probabilities ProbabilitiesLC ClassificationRatingAverage: No ratings.Is this you?Become a LibraryThing Author. |