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Markov chains and mixing times

Auteur: David Asher Levin; Y Peres; Elizabeth L Wilmer
Uitgever: Providence, R.I. : American Mathematical Society, ©2009.
Editie/Formaat:   Print book : EngelsAlle edities en materiaalsoorten bekijken.
Database:WorldCat
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Presents an introduction to the modern approach to the theory of Markov chains. This book intends to determine the rate of convergence of a Markov chain to the stationary distribution as a function  Meer lezen...

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Genre: Internetbron
Soort document: Boek, Internetbron
Alle auteurs / medewerkers: David Asher Levin; Y Peres; Elizabeth L Wilmer
ISBN: 9780821847398 0821847392
OCLC-nummer: 234257270
Opmerkingen: "With a chapter on coupling from the past by James G. Propp and David B. Wilson."
Beschrijving: xvii, 371 pages : illustrations ; 26 cm
Inhoud: Introduction to finite Markov chains --
Classical (and useful) Markov chains --
Markov chain Monte Carlo : metropolis and Glauber chains --
Introduction to Markov chain mixing --
Coupling --
Strong stationary times --
Lower bounds on mixing times --
The symmetric group and shuffling cards --
Random walks on networks --
Hitting times --
Cover times --
Eigenvalues --
Eigenfunctions and comparison of chains --
The transportation metric and path coupling --
The Ising model --
From shuffling cards to shuffling genes --
Martingales and evolving sets --
The cutoff phenomenon --
Lamplighter walks --
Continuous-time chains --
Countable state space chains --
Coupling from the past --
Open problems --
Appendix A : Background material --
Appendix B : Introduction to simulation.
Verantwoordelijkheid: David A. Levin, Yuval Peres, Elizabeth L. Wilmer.
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"A superb introduction to Markov chains which treats riffle shuffling and stationary times..." -Sami Assaf, University of Southern California, Persi Diaconis, Stanford University, and Kannan Meer lezen...

 
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