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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...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
American Mathematical Society
2009
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2230396 |