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Markov Chains and Mixing Times

Hardcover • 2017 • 1. edition

Markov Chains and Mixing Times

By David A. Levin, Yuval Peres

0 Ratings • 0.0 of 5

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About the book

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.

Probability and statistics

Book details

ISBN

9781470429621

Publisher

American Mathematical Society

Published year

2017

Language

Edition

1

Original title

Markov Chains and Mixing Times

Format

Hardcover

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