**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.

Download or read it online for free here:

**Download link**

(4.5MB, PDF)

## Similar books

**An Introduction to Stochastic PDEs**

by

**Martin Hairer**-

**arXiv**

This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.

(

**12502**views)

**A Minimum of Stochastics for Scientists**

by

**Noel Corngold**-

**Caltech**

The book introduces students to the ideas and attitudes that underlie the statistical modeling of physical, chemical, biological systems. The text contains material the author have tried to convey to an audience composed mostly of graduate students.

(

**10984**views)

**Theory of Probability: A Historical Essay**

by

**Oscar Sheynin**-

**arXiv.org**

This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science.

(

**6352**views)

**Statistics, Probability, and Game Theory: papers in honor of David Blackwell**

by

**David Blackwell, at al.**-

**IMS**

The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic, comparison of experiments, games of timing, merging of opinions, etc.

(

**12490**views)