Introduction to Markov Chains With Special Emphasis on Rapid Mixing (Advanced Lectures in Mathematics)

by EhrhardBehrends (Author)

• New

  Paperback
  1999

  $82.61

  Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong Markov property, couplings, strong uniform times, Markov chains on arbitrary finite groups (including a crash-course in harmonic analysis), random generation and counting, Markov random fields, Gibbs fields, the Metropolis sampler, and simulated annealing. With 170 exercises.