Finite Markov chains and algorithmic applications
Author(s)
Bibliographic Information
Finite Markov chains and algorithmic applications
（London Mathematical Society student texts, 52）
Cambridge University Press, 2002
- : hbk
- : pbk
Available at / 61 libraries
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: hbkDC21:519.233/H1182070559291
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Note
Includes bibliographical reference (p. 110-112) and index
Description and Table of Contents
Description
Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains before applying it to study a range of randomized algorithms with important applications in optimization and other problems in computing. Amongst the algorithms covered are the Markov chain Monte Carlo method, simulated annealing, and the recent Propp-Wilson algorithm. This book will appeal not only to mathematicians, but also to students of statistics and computer science. The subject matter is introduced in a clear and concise fashion and the numerous exercises included will help students to deepen their understanding.
Table of Contents
- 1. Basics of probability theory
- 2. Markov chains
- 3. Computer simulation of Markov chains
- 4. Irreducible and aperiodic Markov chains
- 5. Stationary distributions
- 6. Reversible Markov chains
- 7. Markov chain Monte Carlo
- 8. Fast convergence of MCMC algorithms
- 9. Approximate counting
- 10. Propp-Wilson algorithm
- 11. Sandwiching
- 12. Propp-Wilson with read once randomness
- 13. Simulated annealing
- 14. Further reading.
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