Reversible Markov Chains and Random Walks on Graphs
by David Aldous, James Allen Fill
Publisher: University of California, Berkeley 2014
Number of pages: 516
Description:
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; Advanced L2 Techniques for Bounding Mixing Times; Some Graph Theory and Randomized Algorithms; Continuous State, Infinite State and Random Environment; Interacting Particles on Finite Graphs; Markov Chain Monte Carlo.
Download or read it online for free here:
Download link
(1.8MB, PDF)
Similar books
Probability and Statistics- UCLA
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
(16995 views)
Lectures on Stochastic Analysisby Thomas G. Kurtz - University of Wisconsin
Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.
(13670 views)
Bayesian Field Theoryby J. C. Lemm - arXiv.org
A particular Bayesian field theory is defined by combining a likelihood model, providing a probabilistic description of the measurement process, and a prior model, providing the information necessary to generalize from training to non-training data.
(6109 views)
Non-Uniform Random Variate Generationby Luc Devroye - Springer
The book on small field on the crossroads of statistics, operations research and computer science. The applications of random number generators are wide and varied. The study of non-uniform random variates is precisely the subject area of the book.
(14333 views)