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Markov Chains and Mixing Times, Hardcover by Levin, David A.; Peres, Yuval; W...
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Specificaties
- Objectstaat
- Goed
- Opmerkingen van verkoper
- Book Title
- Markov Chains and Mixing Times
- ISBN
- 9781470429621
- Publication Year
- 2017
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Markov Chains and Mixing Times
- Features
- New Edition
- Item Length
- 10in
- Publisher
- American Mathematical Society
- Item Width
- 7in
- Number of Pages
- 447 Pages
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Product Information
Offers 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.
Product Identifiers
Publisher
American Mathematical Society
ISBN-10
1470429624
ISBN-13
9781470429621
eBay Product ID (ePID)
242859257
Product Key Features
Publication Name
Markov Chains and Mixing Times
Format
Hardcover
Language
English
Features
New Edition
Publication Year
2017
Type
Textbook
Number of Pages
447 Pages
Dimensions
Item Length
10in
Item Width
7in
Additional Product Features
Lc Classification Number
Qa274.7.L48 2017
Edition Description
New Edition
Edition Number
2
Reviews
Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement."" - Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University ""Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises and citations to important research papers it makes an outstanding basis for either a lecture course or self-study."" - David Aldous, University of California, Berkeley ""Mixing time is the key to Markov chain Monte Carlo, the queen of approximation techniques. With new chapters on monotone chains, exclusion processes, and set-hitting, Markov Chains and Mixing Times is more comprehensive and thus more indispensable than ever. Prepare for an eye-opening mathematical tour!"" - Peter Winkler, Dartmouth College ""The study of finite Markov chains has recently attracted increasing interest from a variety of researchers. This is the second edition of a very valuable book on the subject. The main focus is on the mixing time of Markov chains, but there is a lot of additional material. In this edition, the authors have taken the opportunity to add new material and bring the reader up to date on the latest research. I have used the first edition in a graduate course and I look forward to using this edition for the same purpose in the near future."" - Alan Frieze, Carnegie Mellon University ""In this book, [the authors] rapidly take a well-prepared undergraduate to the frontiers of research. Short, focused chapters with clear logical dependencies allow readers to use the book in multiple ways."" - CHOICE Magazine, "Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises and citations to important research papers it makes an outstanding basis for either a lecture course or self-study." - David Aldous, University of California, Berkeley "Mixing time is the key to Markov chain Monte Carlo, the queen of approximation techniques. With new chapters on monotone chains, exclusion processes, and set-hitting, Markov Chains and Mixing Times is more comprehensive and thus more indispensable than ever. Prepare for an eye-opening mathematical tour!" - Peter Winkler, Dartmouth College "The study of finite Markov chains has recently attracted increasing interest from a variety of researchers. This is the second edition of a very valuable book on the subject. The main focus is on the mixing time of Markov chains, but there is a lot of additional material. In this edition, the authors have taken the opportunity to add new material and bring the reader up to date on the latest research. I have used the first edition in a graduate course and I look forward to using this edition for the same purpose in the near future." - Alan Frieze, Carnegie Mellon University Praise for the first edition: "Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement." - Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University "In this book, [the authors] rapidly take a well-prepared undergraduate to the frontiers of research. Short, focused chapters with clear logical dependencies allow readers to use the book in multiple ways." - CHOICE Magazine
Table of Content
Basic methods and examples: 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 The plot thickens: 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 Monotone chains The exclusion process Cesaro mixing time, stationary times, and hitting large sets Coupling from the past Open problems Background material Introduction to simulation Ergodic theorem Solutions to selected exercises Bibliography Notation index Index.
Copyright Date
2017
Target Audience
Scholarly & Professional
Topic
Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Lccn
2017-017451
Dewey Decimal
519.2/33
Dewey Edition
23
Illustrated
Yes
Genre
Mathematics
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