Markov Chains and Mixing Times

Name: Markov Chains and Mixing Times
Availability: OutOfStock
ISBN: 9780821847398

ISBN-10: 0821847392

ISBN-13: 9780821847398

Edition: 2008

Authors: David A. Levin, Elizabeth L. Wilmer, Yuval Peres

List price: $67.00

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This text is an introduction to the modern approach to the theory of Markov chains. The main goals 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.

Book details

List price: $67.00
Copyright year: 2008
Publisher: American Mathematical Society
Publication date: 12/9/2008
Binding: Hardcover
Pages: 371
Size: 7.25" wide x 10.25" long x 1.00" tall
Weight: 1.672
Language: English




Introduction to finite Markov chains


Classical (and useful) Markov chains


Markov chain Monte Carlo: Metropolis and Glauber chains


Introduction to Markov chain mixing


Coupling Strong stationary times


Lower bounds on mixing times


The symmetric group and shuffling cards


Random walks on networks Hitting times


Cover times Eigenvalues



Eigenfunctions and comparison of chains


The transportation metric and path coupling


The Ising model From shuffling cards to shuffling genes


Martingales and evolving sets


The cut-off phenomenon


Lamplighter walks Continuous-time chains


Countable state-space chains


Coupling from the past Open problems



Notes on notation Appendix B: Background material



Introduction to simulation



Solutions to selected exercises


Bibliography


Index