Markov Chains and Mixing Times
by D. A. Levin, Y. Peres, E. L. Wilmer
Publisher: American Mathematical Society 2008
ISBN/ASIN: 0821847392
ISBN-13: 9780821847398
Number of pages: 387
Description:
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.
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