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Markov Chains and Mixing Times by D. A. Levin, Y. Peres, E. L. Wilmer

Markov Chains and Mixing Times

Markov Chains and Mixing Times by D. A. Levin, Y. Peres, E. L. Wilmer
Markov Chains and Mixing Times by D. A. Levin, Y. Peres, E. L. Wilmer
Publisher: American Mathematical Society 2008
ISBN/ASIN: 0821847392
ISBN-13: 9780821847398
Number of pages: 387
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.
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