作者:David A. Levin/Yuval Peres 出版社:American Mathematical Society 副标题:2nd Revised Edition 出版年:2017 ISBN:9781470429621 豆瓣评分 评价人数不足 评价: 内容简介· ··· This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence...
It assumes knowledge one might acquire in the first two years of an undergraduate mathematics program—basic mathematical probability, plus linear algebra, a little graph theory, and the infamous concept of "mathematical maturity." It has the theorem-proof style of pure mathematics, but with ...
关于Markov链与混合时间=Markov Chains and Mixing Times:英文的作者(美)大卫.A.;来文(David A. Levin),(以)尤瓦尔.佩雷斯(Yuval Peres),(美)伊丽莎白.L.威尔默(Elizabeth .L.Wilmer)著在高等教育出版社
美国数学会经典影印系列:Markov链与混合时间(影印版) 作者: David A. Levin / Yuval Peres / Elizabeth L. Wilmer 出版社: 高等教育出版社 原作名: Markov Chains and Mixing Times出版年: 2017-4-5定价: 169.00元装帧: 精装丛书: 美国数学会经典影印系列...
DA Levin,Y Peres,EL Wilmer 被引量: 206发表: 2008年 Time operator of Markov chains and mixing times. Applications to financial data Many phenomena that can be observed in the setting of finite graphs also of several moderntechniques and examples, including evolving sets, the cutoff phe... Gia...
Asher Levin, David (2009). Markov chains and mixing times. p. 16. ISBN 978-0-8218-4739-8. Serfozo, Richard (2009), Basics of Applied Stochastic Processes, Probability and its Applications, Berlin: Springer-Verlag, p. 35, doi:10.1007/978-3-540-89332-5, ISBN 978-3-540-89331-8, MR ...
We introduce Markov chains to sample the 1–2 model configurations on the 2D hexagonal lattice and prove that the mixing time of these chains is polynomial in the sizes of the graphs for a large class of probability measures.This is a preview of subscription content, log in via an ...
Markov chains. This paper investigates respective questions of Markov chain estimation, approximation, and aggregation which are of interest in MDP and reinforcement learning applications. The focus will be put on error bounds involving transition parameters such as mean first passage times, Kemeny’s ...
We now define formally the class of reversible Markov chains on a graph and then the spectral gap and the relaxation and mixing times.Definition(Markov Chains on a Graph) Let \(G = (V, E)\) be a graph and \(\pi \) a probability measure on V. We say that a Markov chain with tr...
We model the dispatching process in rideshare as a Markov chain that takes into account the geographic mobility of both drivers and riders over time. Prior work explores dispatch policies in the limit of such Markov chains; we characterize when this limit assumption is valid, under a variety of...