Books > Science & Mathematics > Mathematics > Probability & statistics
|
Buy Now
Markov Chains and Mixing Times (Hardcover, 2nd Revised edition)
Loot Price: R2,302
Discovery Miles 23 020
You Save: R251
(10%)
|
|
Markov Chains and Mixing Times (Hardcover, 2nd Revised edition)
Expected to ship within 12 - 17 working days
|
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
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.