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....
edition appeared, we have made corrections 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 ...
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...
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...
Chemistry is often a place where Markov chains and continuous-time Markov processes are especially useful because these simple physical systems tend to satisfy the Markov property quite well. The classical model of enzyme activity, Michaelis–Menten kinetics, can be viewed as a Markov chain, where ...
Morton Glantz, Johnathan Mun, in Credit Engineering for Bankers (Second Edition), 2011 Markov Chains Theory A Markov chain exists when the probability of a future state depends on a previous state and when linked together forms a chain that reverts to a long-run steady-state level. This Mark...
advancedtechniquesforanalyzingthemixingtimesoffinitestateMarkovchainsaswellasotherrelatedtopics.Itwillmeet4hoursaweek.MathematicsDepartmentTeachers:JeffreySteif(Courseleaderandmaincontact)TimoHirscherExaminer:JeffreySteifFacultyofScience;DepartmentofMathematicalSciencesMixingTimesforMarkovChains(Part2),71/2hpThirdcycle...
Markov Chains and Mixing Times: Second Edition D Levin,Y Peres 被引量: 978发表: 2017年 Markov chains and mixing times. With a chapter on "Coupling from the past" by James G. Propp and David B. Wilson Many phenomena that can be observed in the setting of finite graphs also of several...