Markov chains and mixing times
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...
Uloženo v:
| Hlavní autoři: | , , |
|---|---|
| Médium: | Livre papier |
| Jazyk: | Anglais |
| Vydáno: |
Providence (R. I.) :
American Mathematical Society
C 2009.
|
| Témata: | |
| Poznámka: |
Avec un chapitre intitulé "Coupling from the past" par James G. Propp and David B. Wilson |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Markov chains and mixing times, David A. Levin, Yuval Peres, Elizabeth L. Wilmer, Providence (R. I.), American Mathematical Society[2012], 2012, Miscellaneous Books, 978-1-4704-1204-3 |
| LEADER | 02342nam a22003497a 4500 | ||
|---|---|---|---|
| 001 | 619918 | ||
| 008 | 090706s2009 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN135282543 | ||
| 020 | |a 9780821847398 (rel.) : |c 32.71 EUR | ||
| 020 | |a 0821847392 (rel.) | ||
| 024 | |a 9780821847398 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2/33 | ||
| 084 | |a G.3 | ||
| 084 | |a 60J10. 2000 | ||
| 084 | |a 60J27. 2000 | ||
| 084 | |a 60C05. 2000 | ||
| 084 | |a 65C05. 2000 | ||
| 084 | |a 60K35. 2000 | ||
| 100 | 1 | |a Levin, David Asher, |d 1971- | |
| 245 | 1 | 0 | |a Markov chains and mixing times |c David A. Levin, Yuval Peres, Elizabeth L. Wilmer. |
| 260 | |a Providence (R. I.) : |b American Mathematical Society. | ||
| 260 | |c C 2009. | ||
| 300 | |a 1 vol. (XVII-371 p.) : |b couv. ill. en coul., fig., graph., portr. ; |c 27 cm. | ||
| 500 | |a Avec un chapitre intitulé "Coupling from the past" par James G. Propp and David B. Wilson | ||
| 504 | |a Bibliogr. p. 353-361. Index | ||
| 520 | |a 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 | ||
| 650 | |a Markov, processus de | ||
| 700 | 1 | |a Peres, Yuval, |d 1963- |4 aut | |
| 700 | 1 | |a Wilmer, Elizabeth L., |d 1970- |4 aut | |
| 776 | 0 | |0 201312255 |t Markov chains and mixing times |f David A. Levin, Yuval Peres, Elizabeth L. Wilmer |c Providence (R. I.) |n American Mathematical Society[2012] |d 2012 |s Miscellaneous Books |z 978-1-4704-1204-3 | |
| 997 | |0 619918 |1 Livre papier |a Ressource papier |c 0/Orléans/ |c 1/Orléans/IDP/ |z Orléans, IDP, 9047 LEV | ||