**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

**Reversible Markov Chains and Random Walks on Graphs**

by

**David Aldous, James Allen Fill**-

**University of California, Berkeley**

From the table of contents: General Markov Chains; Reversible Markov Chains; Hitting and Convergence Time, and Flow Rate, Parameters for Reversible Markov Chains; Special Graphs and Trees; Cover Times; Symmetric Graphs and Chains; etc.

(

**13718**views)

**Seeing Theory: A visual introduction to probability and statistics**

by

**T. Devlin, J. Guo, D. Kunin, D. Xiang**-

**Brown University**

The intent of the website and these notes is to provide an intuitive supplement to an introductory level probability and statistics course. The level is also aimed at students who are returning to the subject and would like a concise refresher ...

(

**7835**views)

**Advanced Data Analysis from an Elementary Point of View**

by

**Cosma Rohilla Shalizi**-

**Cambridge University Press**

This is a draft textbook on data analysis methods, intended for a one-semester course for advance undergraduate students who have already taken classes in probability, mathematical statistics, and linear regression. It began as the lecture notes.

(

**9912**views)

**Principles of Data Analysis**

by

**Cappella Archive**-

**Prasenjit Saha**

This is a short book about the principles of data analysis. The emphasis is on why things are done rather than on exactly how to do them. If you already know something about the subject, then working through this book will deepen your understanding.

(

**13950**views)