系统标签: markov 英文版 chains exercises notes mixing MarkovChainsandMixingTimesDavidA.LevinYuvalPeresElizabethL.WilmerUniversityofOregonE-mailaddress:dlevin@uoregon.eduURL:http://.uoregon.edu/~dlevinMicrosoftResearch,UniversityofWashingtonandUCBerkeleyE-mailaddress:peres@microsoftURL:http://research.microso...
advancedtechniquesforanalyzingthemixingtimesoffinitestateMarkovchainsaswellasotherrelatedtopics.Itwillmeet4hoursaweek.MathematicsDepartmentTeachers:JeffreySteif(Courseleaderandmaincontact)TimoHirscherExaminer:JeffreySteifFacultyofScience;DepartmentofMathematicalSciencesMixingTimesforMarkovChains(Part2),71/2hpThirdcycle...
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 -- ··· (更多) 喜欢读"Markov Chains and Mixing Times"的人也喜欢 ···...
L. WILMER. Markov chains and mixing times. American Mathematical Society, Providence, RI, 2017. Second edition of [ MR2466937], With a chapter on "Coupling from the past" by James G. Propp and David B. Wilson.David A. Levin, Yuval Peres, and Elizabeth L. Wilmer. Markov Chains and ...
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...
and improvements throughout the book. We added three new chapters: Chapter 22 on monotone chains, Chapter 23 on the exclusion process, and Chapter 24 that relates mixing times and hitting time parameters to stationary stopping times. Chapter 4 now includes an introduction to mixing times in lp,...
学术范收录的Repository Mixing Times of Markov Chains on Degree Constrained Orientations of Planar Graphs,目前已有全文资源,进入学术范阅读全文,查看参考文献与引证文献,参与文献内容讨论。学术范是一个在线学术交流社区,收录论文、作者、研究机构等信息,是一个
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 2484222. Florian Schmitt and ...