Finite Markov chains and algorithmic applications /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2002.
|
| Series: | London Mathematical Society student texts ;
52 |
| Subjects: | |
| Online Access: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=78358 |
Table of Contents:
- Basics of probability theory
- Markov chains
- Computer simulation of Markov chains
- Irreducible and aperiodic Markov chains
- Stationary distributions
- Reversible Markov chains
- Markov chain Monte Carlo
- Fast convergence of MCMC algorithms
- Approximate counting
- Propp-Wilson algorithm
- Sandwiching
- Propp-Wilson with read-once randomness
- Simulated annealing
- Further reading.