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Markov Chains and Mixing Times - by David A. Levin & Yuval Peres (Hardcover)

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This text introduces Markov chains and mixing times, focusing on the common underlying mathematics. It describes basic methods and examples, covering finite Markov chains, classical and useful Markov chains, Metropolis and Glauber chains, Markov chain mixing, coupling, lower bounds on mixing times, the symmetric group and shuffling cards, random walks on networks, hitting times, cover times, and eigenvalues, then more sophisticated techniques and case studies of families of chains, including eigenfunctions and comparison of chains, the transportation metric and path coupling, the Ising model, shuffling genes, martingales and evolving sets, the cutoff phenomenon, lamplighter walks, continuous-time chains, countable state space chains, Cesàro mixing time and hitting large sets, and coupling from the past. Undergraduate knowledge of probability and linear algebra is assumed. This edition adds new chapters on monotone chains, the exclusion process, and stationary times, and includes other additions and corrections, including estimates for hitting times on trees and Eulerian digraphs, a bound for cover times using spanning trees, and a general bound on cover times for regular graph. Annotation ©2017 Ringgold, Inc., Portland, OR (protoview.com)
Number of Pages: 447
Genre: Mathematics
Format: Hardcover
Publisher: Amer Mathematical Society
Author: David A. Levin & Yuval Peres
Language: English
Street Date: November 17, 2017
TCIN: 53771802
UPC: 9781470429621
Item Number (DPCI): 248-03-2504
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MSRPReg: $84.00 Save $4.20 (5% off)
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