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...
Bewaard in:
| Hoofdauteurs: | , , |
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| Formaat: | Livre papier |
| Taal: | Anglais |
| Gepubliceerd in: |
Providence (R. I.) :
American Mathematical Society
C 2009.
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| Onderwerpen: | |
| Opmerking: |
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 |