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Introduction to Markov Chains

With Special Emphasis on Rapid Mixing, Advanced Lectures in Mathematics

Erschienen am 29.11.1999, 1. Auflage 2013
90,94 €
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In den Warenkorb
Bibliografische Daten
ISBN/EAN: 9783528069865
Sprache: Englisch
Umfang: ix, 234 S., 6 s/w Illustr., 234 p. 6 illus.
Einband: kartoniertes Buch

Beschreibung

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.

Produktsicherheitsverordnung

Hersteller:
Springer Vieweg in Springer Science + Business Media
juergen.hartmann@springer.com
Abraham-Lincoln-Straße 46
DE 65189 Wiesbaden

Autorenportrait

InhaltsangabeBesides 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.

Schlagzeile

Aktuelles aus der Theorie der Markovketten