Markov Chains and Mixing Times |
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| Author:
| Levin, David A.
Peres, Yuval |
| ISBN: | 978-1-4704-2962-1 |
| Publication Date: | Oct 2017 |
| Publisher: | American Mathematical Society
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| Book Format: | Hardback |
| List Price: | AUD $119.00 |
Book Description:
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Offers an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinatorics, statistical physics, and theoretical computer science. Many of the techniques presented originate in these disciplines.
Offers an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinatorics, statistical physics, and theoretical computer science. Many of the techniques presented originate in these disciplines.