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Markov chains and mixing times

Author: David Asher Levin; Yuval Peres; Elizabeth Lee Wilmer
Publisher: Providence, R.I. : American Mathematical Society, cop. 2009.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible,  Read more...
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Document Type: Book
All Authors / Contributors: David Asher Levin; Yuval Peres; Elizabeth Lee Wilmer
ISBN: 9780821847398 0821847392
OCLC Number: 495067489
Notes: Avec un chapitre intitulé "Coupling from the past" par James G. Propp and David B. Wilson.
Description: 1 vol. (XVII-371 p.) : couv. ill. en coul., ill., portr. ; 27 cm
Contents: Contient des exercices.
Other Titles: Contient des exercices.
Responsibility: David A. Levin ... Yuval Peres ... Elizabeth L. Wilmer ...

Abstract:

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  Read more...

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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 Read more...

 
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