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 ke...
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...
Markov Chains and Mixing Times (Second Edition) by David A. Levin and Yuval Peresdoi:10.1007/s00283-018-9839-xDavid AldousSpringer USDavid A. Levin, Yuval Peres, and Elizabeth L. Wilmer. Markov chains and mixing times. American Mathematical Society, 2006....
1 Mixing time of a lifted Markov Chain. 1 Question from first chapter of Markov Chains and Mixing Times 3 Prove expected value of first hitting time is finite for irreducible finite state Markov Chain 1 Proof in Markov chains and mixing times book by Levin and Peres Hot Network Questio...
Markovchains mixingtimes (part coupling)Vaughn Climenhaga February 21, 2013 week’spost continues last week’s discussion Markovchains mixingtimes, estimatingmixing times. We remark somenice notes others)can SteveLalley’s web page particularrelevance ourpurposes here “Convergencerates Markovchains”. ...
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 ...
markov英文版chainsexercisesnotesmixing MarkovChainsandMixingTimesDavidA.LevinYuvalPeresElizabethL.WilmerUniversityofOregonE-mailaddress:dlevin@uoregon.eduURL:http://.uoregon.edu/~dlevinMicrosoftResearch,UniversityofWashingtonandUCBerkeleyE-mailaddress:peres@microsoftURL:http://research.microsoft/~peres/Oberlin...
Markov Chains and Mixing Times (Second Edition) by David A. Levin and Yuval Peres: PROVIDENCE: AMERICAN MATHEMATICAL SOCIETY, 2017, XVI + 448 PP., US $84.0... D Aldous - 《Mathematical Intelligencer》 被引量: 0发表: 2018年 Markov Chains and Mixing Times (Second Edition) by David A. Le...
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. This topic has important connections to combinatorics, statistical physics, and theoretical computer...