Finite Markov Chains and Algorithmic Applications

€ 32,49
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Mai 2002



The author develops the necessary background in probability theory and Markov chains then discusses important computing applications.


1. Basics of probability theory; 2. Markov chains; 3. Computer simulation of Markov chains; 4. Irreducible and aperiodic Markov chains; 5. Stationary distributions; 6. Reversible Markov chains; 7. Markov chain Monte Carlo; 8. Fast convergence of MCMC algorithms; 9. Approximate counting; 10. Propp-Wilson algorithm; 11. Sandwiching; 12. Propp-Wilson with read once randomness; 13. Simulated annealing; 14. Further reading.


'Has climbing up onto the MCMC juggernaut seemed to require just too much effort? This delightful little monograph provides an effortless way in. The chapters are bite-sized with helpful, do-able exercises (by virtue of strategically placed hints) that complement the text.' Publication of the International Statistical Institute '... a very nice introduction to the modern theory of Markov chain simulation algorithms.' R. E. Maiboroda, Zentralblatt MATH ' ... extremely elegant. I am sure that students will find great pleasure in using the book - and that teachers will have the same pleasure in using it to prepare a course on the subject.' Mathematics of Computation 'This elegant little book is a beautiful introduction to the theory of simulation algorithms, using (discrete) Markov chains (on finite state spaces) ... highly recommended to anyone interested in the theory of Markov chain simulation algorithms.' Nieuw Archief voor Wiskunde
EAN: 9780521890014
ISBN: 0521890012
Untertitel: Sprache: Englisch.
Erscheinungsdatum: Mai 2002
Format: kartoniert
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