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Markov chains and mixing times

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...

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Detalles Bibliográficos
Autores principales: Levin, David A, Peres, Yuval, Wilmer, Elizabeth L
Lenguaje:eng
Publicado: American Mathematical Society 2009
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2230396
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author Levin, David A
Peres, Yuval
Wilmer, Elizabeth L
author_facet Levin, David A
Peres, Yuval
Wilmer, Elizabeth L
author_sort Levin, David A
collection CERN
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 r
id cern-2230396
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2009
publisher American Mathematical Society
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spelling cern-22303962021-04-21T19:26:54Zhttp://cds.cern.ch/record/2230396engLevin, David APeres, YuvalWilmer, Elizabeth LMarkov chains and mixing timesXXThis 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 rAmerican Mathematical Societyoai:cds.cern.ch:22303962009
spellingShingle XX
Levin, David A
Peres, Yuval
Wilmer, Elizabeth L
Markov chains and mixing times
title Markov chains and mixing times
title_full Markov chains and mixing times
title_fullStr Markov chains and mixing times
title_full_unstemmed Markov chains and mixing times
title_short Markov chains and mixing times
title_sort markov chains and mixing times
topic XX
url http://cds.cern.ch/record/2230396
work_keys_str_mv AT levindavida markovchainsandmixingtimes
AT peresyuval markovchainsandmixingtimes
AT wilmerelizabethl markovchainsandmixingtimes