Logo

Markov Chains and Mixing Times

Large book cover: Markov Chains and Mixing Times

Markov Chains and Mixing Times
by

Publisher: American Mathematical Society
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.

Home page url

Download or read it online for free here:
Download link
(4.5MB, PDF)

Similar books

Book cover: An Introduction to Stochastic PDEsAn Introduction to Stochastic PDEs
by - 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)
Book cover: A Minimum of Stochastics for ScientistsA Minimum of Stochastics for Scientists
by - 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)
Book cover: Theory of Probability: A Historical EssayTheory of Probability: A Historical Essay
by - 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)
Book cover: Statistics, Probability, and Game Theory: papers in honor of David BlackwellStatistics, Probability, and Game Theory: papers in honor of David Blackwell
by - 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)