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Item Details
| Title:
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MARKOV CHAINS AND MIXING TIMES
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| By: |
David A. Levin, Yuval Peres, Elizabeth L. Wilmer |
| Format: |
Hardback |
| List price:
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£68.50 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
0821847392 |
| ISBN 13: |
9780821847398 |
| Publisher: |
AMERICAN MATHEMATICAL SOCIETY |
| Pub. date: |
1 December, 2008 |
| Pages: |
371 |
| Description: |
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 of the size and geometry of the state space. It provides introductions to some central models of statistical mechanics. |
| Synopsis: |
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, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of random walks on networks, including hitting and cover times, and analyses of several methods of shuffling cards. As a prerequisite, the authors assume a modest understanding of probability theory and linear algebra at an undergraduate level. "Markov Chains and Mixing Times" is meant to bring the excitement of this active area of research to a wide audience. |
| Illustrations: |
illustrations |
| Publication: |
US |
| Imprint: |
American Mathematical Society |
| Returns: |
Returnable |
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