Introduction to Markov Chains : with special emphasis on rapid mixing

Bibliographic Information

Introduction to Markov Chains : with special emphasis on rapid mixing

Ehrhard Behrends

(Advanced lectures in mathematics)

Friedr. Vieweg & Sohn, 2000

Available at  / 28 libraries

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Description and Table of Contents

Description

Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong Markov property, couplings, strong uniform times, Markov chains on arbitrary finite groups (including a crash-course in harmonic analysis), random generation and counting, Markov random fields, Gibbs fields, the Metropolis sampler, and simulated annealing. With 170 exercises.

Table of Contents

Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong Markov property, couplings, strong uniform times, Markov chains on arbitrary finite groups (including a crash-course in harmonic analysis), random generation and counting, Markov random fields, Gibbs fields, the Metropolis sampler, and simulated annealing. With 170 exercises.

by "Nielsen BookData"

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Details

  • NCID
    BA45266310
  • ISBN
    • 3528069864
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Braunschweig
  • Pages/Volumes
    ix, 232 p.
  • Size
    24 cm
  • Parent Bibliography ID
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