Markov Chains and Mixing Times
- ISBN-10
- 0821886274
- ISBN-13
- 9780821886274
- Category
- Mathematics
- Pages
- 371
- Language
- English
- Publisher
- American Mathematical Soc.
- Authors
- Yuval Peres, David Asher Levin, Elizabeth Lee Wilmer
Description
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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Other editions
-
- 2017-10-31
- 447 pages
- Ebook
- American Mathematical Soc.
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