Markov chains and mixing times

著者

書誌事項

Markov chains and mixing times

David A. Levin, Yuval Peres, Elizabeth L. Wilmer

American Mathematical Society, c2009

大学図書館所蔵 件 / 36

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注記

"With a chapter on "Coupling from the past" by James G. Propp and David B. Wilson"

Includes bibliographical references (p. 353-361) and index

内容説明・目次

内容説明

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.

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詳細情報

  • NII書誌ID(NCID)
    BA88318132
  • ISBN
    • 9780821847398
  • LCCN
    2008031811
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Providence, R.I.
  • ページ数/冊数
    xvii, 371 p.
  • 大きさ
    26 cm
  • 分類
  • 件名
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