Markov Chains and Mixing Times (Hardcover, 2nd Revised edition)

This book is 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. The central tools for estimating convergence times, including coupling, strong stationary times, and spectral methods, are developed. The authors discuss many examples, including card shuffling and the Ising model, from statistical mechanics, and present the connection of random walks to electrical networks and apply it to estimate hitting and cover times. The first edition has been used in courses in mathematics and computer science departments of numerous universities. The second edition features three new chapters (on monotone chains, the exclusion process, and stationary times) and also includes smaller additions and corrections throughout. Updated notes at the end of each chapter inform the reader of recent research developments.

General

Imprint:	American Mathematical Society
Country of origin:	United States
Release date:	November 2017
Authors:	David A. Levin • Yuval Peres
Dimensions:	254 x 178 x 27mm (L x W x T)
Format:	Hardcover
Pages:	447
Edition:	2nd Revised edition
ISBN-13:	978-1-4704-2962-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	1-4704-2962-4
Barcode:	9781470429621

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