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Markov Chains and Mixing Times - Printable Version

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Markov Chains and Mixing Times - ranger - 04-09-2012


Markov Chains and Mixing Times

Author: D. A. Levin, Y. Peres, E. L. Wilmer | Size: 4.5 MB | Format: PDF | Quality: Unspecified | Publisher: American Mathematical Society | Year: 2008 | pages: 387 | ISBN: 9780821847398

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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.

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