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 friendly explanations of intuition and motivation....
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 to the stationary distribution, as a function of state space size an...
Markov Chains and Mixing Times (Second Edition) by David A. Levin and Yuval Peres Unlike most books reviewed in the Mathematical Intelligencer, this is definitely a textbook. It assumes knowledge one might acquire in the first two years of an undergraduate mathematics program—basic mathematical pro...
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 ...
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 ...
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
Book2011, Credit Engineering for Bankers (Second Edition) Morton Glantz, Johnathan Mun Explore book 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...
Based on the first hitting time or return time, we review the development of Markov chain in the study of stationarity, quasi-stationarity and asymmetry. These topics include:(1) using the moments of the return time to derive the functional inequalities;(2) introducing the modified return time...
6.1 Markov Chains to the Rescue Metropolis et al. [1953] recognized that Markov chains could be applied to difficult sampling problems, and Hastings [1970] constructed what now is referred to as the Metropolis-Hastings algorithm for performing such samplings. Interest in what has come to be know...
This chapter revisits, in a more rigorous way, some of the quantities already explored for absorbing Markov chains (Chaps. 4, 5, and 6). It will also consider ergodic Markov chains (in which no absorbing states exist), and calculate the sensitivity of the stationary distribution and measures...