Markov Chains and Mixing Times 2024 pdf epub mobi 电子书

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Simon Asher Levin (born April 22, 1941) is an American ecologist. He is a James S. McDonnell Distinguished University Professor in the Department of Ecology and Evolution and the Director of the Center for BioComplexity at Princeton University.[1] He specializes in using mathematical modeling and empirical studies in the understanding of macroscopic patterns of ecosystems and biological diversities.

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发表于2024-11-23

Markov Chains and Mixing Times 2024 pdf epub mobi 电子书

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出版者:American Mathematical Society

作者:David A. Levin

出品人:

页数:371

译者:

出版时间:2008-12-09

价格:USD 65.00

装帧:Hardcover

isbn号码:9780821847398

丛书系列:

图书标签: 数学 Statistics mcmc Marcov 2016

Markov Chains and Mixing Times 2024 pdf epub mobi 电子书图书描述

This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of random walks on networks, including hitting and cover times, and analyses of several methods of shuffling cards. As a prerequisite, the authors assume a modest understanding of probability theory and linear algebra at an undergraduate level. Markov Chains and Mixing Times is meant to bring the excitement of this active area of research to a wide audience.

Markov Chains and Mixing Times 2024 pdf epub mobi 电子书

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