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ISBN  
978-0-8218-4739-8
 
0-8218-4739-2
Auteur principal  
LinkLevin, David Asher (1971-....). Auteur
Titre  
LinkMarkov chains and mixing times Texte imprimé / David A. Levin, Yuval Peres, Elizabeth L. Wilmer
Adresse bibliog  
Providence (R.I.) : American Mathematical Society, cop. 2009
Collation  
1 vol. (XVII-371 p.) : couv. ill. en coul., fig., graph., portr. ; 27 cm
Note generale  
Avec un chapitre intitulé "Coupling from the past" par James G. Propp and David B. Wilson
Note biblio.  
Bibliogr. p. 353-361. Index
Note Contenu  
Réunit : Contient des exercices
Resume  
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
Nom commun  
LinkMarkov, Processus de 
Aut resp. NP  
LinkPeres, Yuval. Auteur
 
LinkWilmer, Elizabeth Lee (1970-....). Auteur
 

 

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