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Markov Chains and Mixing Times David A. Levin

Markov Chains and Mixing Times

David A. Levin

Published December 1st 2008
ISBN : 9780821847398
Hardcover
371 pages
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 About the Book 

This text is an introduction to the modern approach to the theory of Markov chains. The main goals 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 theMoreThis text is an introduction to the modern approach to the theory of Markov chains. The main goals 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.