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Markov Chains and Mixing Times

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£170.00 £64.95 £87.87 £110.79 £133.71 £156.63 £179.55 26 April 2026 12 May 2026 29 May 2026 14 June 2026 01 July 2026

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Description

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 science. Many of the techniques presented originate in these disciplines. The central tools for estimating convergence times, including coupling, strong stationary times, and spectral methods, are developed. The authors discuss many examples, including card shuffling and the Ising model, from statistical mechanics, and present the connection of random walks to electrical networks and apply it to estimate hitting and cover times. The first edition has been used in courses in mathematics and computer science departments of numerous universities. The second edition features three new chapters (on monotone chains, the exclusion process, and stationary times) and also includes smaller additions and corrections throughout. Updated notes at the end of each chapter inform the reader of recent research developments.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
30 October 2017
Listed Since
18 August 2017

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