Markov Chains and Mixing Times
by D. A. Levin, Y. Peres, E. L. Wilmer
Publisher: American Mathematical Society 2008
ISBN/ASIN: 0821847392
ISBN-13: 9780821847398
Number of pages: 387
Description:
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 estimating convergence times, including coupling, strong stationary times, and spectral methods.
Download or read it online for free here:
Download link
(4.5MB, PDF)
Similar books
Correlation and Causalityby David A. Kenny - John Wiley & Sons Inc
This text is a general introduction to the topic of structural analysis. It presumes no previous acquaintance with causal analysis. It is general because it covers all the standard, as well as a few nonstandard, statistical procedures.
(17033 views)
Bayesian Spectrum Analysis and Parameter Estimationby G. Larry Bretthorst - Springer
This work is a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis.
(18158 views)
A Minimum of Stochastics for Scientistsby Noel Corngold - Caltech
The book introduces students to the ideas and attitudes that underlie the statistical modeling of physical, chemical, biological systems. The text contains material the author have tried to convey to an audience composed mostly of graduate students.
(12302 views)
Statistics, Probability, and Game Theory: papers in honor of David Blackwellby David Blackwell, at al. - IMS
The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic, comparison of experiments, games of timing, merging of opinions, etc.
(14041 views)