Markov chains and mixing times / David A. Levin, Yuval Peres ; with contributions by Elizabeth L. Wilmer

Format:

Book

Author/Creator:

Levin, David Asher, 1971-

Contributor:

Peres, Y. (Yuval)

Wilmer, Elizabeth L. (Elizabeth Lee), 1970-

Propp, James, 1960-

Wilson, David B. (David Bruce)

Series:

AMS Non-Series Monographs, v. 107

Language:

English

Subjects (All):

Markov processes--Textbooks.

Markov processes.

Distribution (Probability theory)--Textbooks.

Distribution (Probability theory).

Physical Description:

1 online resource

Edition:

Second edition

Place of Publication:

Providence, Rhode Island American Mathematical Society [2017]

System Details:

Mode of access : World Wide Web

Contents:

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 cutoff phenomenon Lamplighter walks Continuous-time chains Countable state space chains Monotone chains The exclusion process Cesàro mixing time, stationary times, and hitting large sets Coupling from the past Open problems Background material Introduction to simulation Ergodic theorem Solutions to selected exercises

Notes:

"With a chapter on Coupling from the past, by James G. Propp and David B. Wilson"

Includes bibliographical references and index

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2017

Description based on print version record

Other Format:

Print version: Levin, David Asher, 1971- Markov chains and mixing times /

ISBN:

9781470442323

Access Restriction:

Restricted for use by site license