courses around the world, and to become a standard reference. Markov chains and has much that will be new to experts. The mixing time can determine the running time for simulation. Preview. In probability theory, the mixing time of a Markov chain is the time until the Markov chain is "close" to its steady state distribution.. More precisely, a fundamental result about Markov chains is that a finite state irreducible aperiodic chain has a unique stationary distribution π and, regardless of the initial state, the time-t distribution of the chain converges to π as t tends to infinity. distribution as a function of the size and geometry of the state - Peter Winkler, Dartmouth College ""The study of finite Markov chains has recently attracted increasing interest from a variety of researchers. This shopping feature will continue to load items when the Enter key is pressed. n - Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University ""Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. ISBN 10: 0821847392. Es liegen 0 Rezensionen und 0 Bewertungen aus Deutschland vor, Entdecken Sie jetzt alle Amazon Prime-Vorteile. Send-to-Kindle or Email . Buy Markov Chains and Mixing Times by David A. Levin, Yuval Peres, Elizabeth L. Wilmer (ISBN: 9780821847398) from Amazon's Book Store. research. There's a problem loading this menu at the moment. Markov Chains and Mixing Times is meant to bring the excitement of this active area of research to a wide audience. Mathematical theory focuses on how mixing times change as a function of the size of the structure underlying the chain. Unable to add item to List. book, the authors generously provide concrete examples that motivate theory and n of random walks on networks, including hitting and cover times, and - Alan Frieze, Carnegie Mellon University ""In this book, [the authors] rapidly take a well-prepared undergraduate to the frontiers of research. It gently introduces probabilistic techniques so that an outsider can This shopping feature will continue to load items when the Enter key is pressed. Please login to your account first ; Need help? I have used the first edition in a graduate course and I look forward to using this edition for the same purpose in the near future."" Wählen Sie ein Land/eine Region für Ihren Einkauf. total variation distance of probability measures, "Trailing the dovetail shuffle to its lair", https://en.wikipedia.org/w/index.php?title=Markov_chain_mixing_time&oldid=951662565, Creative Commons Attribution-ShareAlike License, This page was last edited on 18 April 2020, at 07:08. This book is an introduction to the modern approach to the theory of Markov chains. Wählen Sie die Kategorie aus, in der Sie suchen möchten. all documents, Shipping Information | ⁡ Mary V. Sunseri Professor of Something went wrong. It also analyses reviews to verify trustworthiness. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. This book is a To calculate the overall star rating and percentage breakdown by star, we don’t use a simple average. ISBN 13: 9780821847398. {\displaystyle n\log(n)} Prime-Mitglieder genießen Zugang zu schnellem und kostenlosem Versand, tausenden Filmen und Serienepisoden mit Prime Video und vielen weiteren exklusiven Vorteilen. Markov Chains and Mixing Times David A. Levin, Yuval Peres, and Elizabeth L. Wilmer with an Appendix written by James G. Propp and David B. Wilson Publication Year: 2009 ISBN-10: 0-8218-4739-2 ISBN-13: 978-0-8218-4739-8 . Please read our short guide how to send a book to Kindle. This book is an introduction to the modern approach to the theory of Markov chains. Conditions apply. follow. Now available in Second Edition: This topic has important connections to combinatorics, statistical physics, and theoretical computer science. It may takes up to 1-5 minutes before you received it. Oktober 2017, Beliebte Taschenbuch-Empfehlungen des Monats. Also provided are accounts of random walks on networks, including hitting and cover times, and analyses of several methods of shuffling cards. It is certainly THE book that I will use to teach from. Publisher: American Mathematical Society. Such problems can, for sufficiently large number of colors, be answered using the Markov chain Monte Carlo method and showing that the mixing time grows only as riffle shuffling and stationary times... -- Sami Assaf, University of Southern California, Persi The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. {\displaystyle n} Diese Einkaufsfunktion lädt weitere Artikel, wenn die Eingabetaste gedrückt wird. Instead, our system considers things like how recent a review is and if the reviewer bought the item on Amazon. As a prerequisite, the authors assume a modest understanding of probability theory and linear algebra at an undergraduate level. achievement. In order to navigate out of this carousel please use your heading shortcut key to navigate to the next or previous heading. Whenever possible, probabilistic methods are emphasized. Main Markov Chains and Mixing Times. More precisely, a fundamental result about Markov chains is that a finite state irreducible aperiodic chain has a unique stationary distribution π and, regardless of the initial state, the time-t distribution of the chain converges to π as t tends to infinity. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. I expect this superb book to be widely used in graduate n This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry.

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