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Markov Chains and Mixing Times

Large book cover: Markov Chains and Mixing Times

Markov Chains and Mixing Times
by

Publisher: American Mathematical Society
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.

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