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|b .L48 2009
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|a 519.233
|b L4M3
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| 100 |
1 |
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|a Levin, David Asher,
|d 1971-
|
| 245 |
1 |
0 |
|a Markov chains and mixing times /
|c David A. Levin, Yuval Peres, Elizabeth L. Wilmer.
|
| 260 |
|
|
|a Providence, R.I. :
|b American Mathematical Society,
|c c2009.
|
| 300 |
|
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|a xvii, 371 p. :
|b ill. ;
|c 26 cm.
|
| 500 |
|
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|a "With a chapter on coupling from the past by James G. Propp and David B. Wilson."
|
| 504 |
|
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|a Includes bibliographical references (p. 353-361) and indexes.
|
| 505 |
0 |
|
|a Introduction to finite Markov chains -- Classical (and useful) Markov chains -- Markov chain Monte Carlo : metropolis and Glauber chains -- Introduction to Markov chain mixing -- Coupling -- Strong stationary times -- Lower bounds on mixing times -- The symmetric group and shuffling cards -- Random walks on networks -- Hitting times -- Cover times -- Eigenvalues -- Eigenfunctions and comparison of chains -- The transportation metric and path coupling -- The Ising model -- From shuffling cards to shuffling genes -- Martingales and evolving sets -- The cutoff phenomenon -- Lamplighter walks -- Continuous-time chains -- Countable state space chains -- Coupling from the past -- Open problems -- Appendix A : Background material -- Appendix B : Introduction to simulation.
|
| 650 |
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0 |
|a Markov processes.
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| 650 |
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4 |
|a Markov processes.
|
| 650 |
|
7 |
|a Markov processes.
|2 local
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| 700 |
1 |
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|a Peres, Y.
|q (Yuval)
|
| 700 |
1 |
|
|a Wilmer, Elizabeth L.
|q (Elizabeth Lee),
|d 1970-
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