Finite Markov chains and algorithmic applications /
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| Author / Creator: | Häggström, Olle. |
|---|---|
| Imprint: | Cambridge ; New York : Cambridge University Press, 2002. |
| Description: | 1 online resource (ix, 114 pages) : illustrations |
| Language: | English |
| Series: | London Mathematical Society student texts ; 52 London Mathematical Society student texts ; 52. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11119629 |
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| 100 | 1 | |a Häggström, Olle. | |
| 245 | 1 | 0 | |a Finite Markov chains and algorithmic applications / |c Olle Häggström. |
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2002. | ||
| 300 | |a 1 online resource (ix, 114 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a London Mathematical Society student texts ; |v 52 | |
| 504 | |a Includes bibliographical references (pages 108-112) and index. | ||
| 505 | 0 | |a 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. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains before applying it to study a range of randomized algorithms with important applications in optimization and other problems in computing. Amongst the algorithms covered are the Markov chain Monte Carlo method, simulated annealing, and the recent Propp-Wilson algorithm. This book will appeal not only to mathematicians, but also to students of statistics and computer science. The subject matter is introduced in a clear and concise fashion and the numerous exercises included will help students to deepen their understanding. | ||
| 650 | 0 | |a Markov processes. |0 http://id.loc.gov/authorities/subjects/sh85081369 | |
| 650 | 0 | |a Algorithms. |0 http://id.loc.gov/authorities/subjects/sh85003487 | |
| 650 | 7 | |a MATHEMATICS |x General. |2 bisacsh | |
| 650 | 7 | |a Algorithms. |2 fast |0 (OCoLC)fst00805020 | |
| 650 | 7 | |a Markov processes. |2 fast |0 (OCoLC)fst01010347 | |
| 650 | 1 | 7 | |a Markov-processen. |2 gtt |
| 655 | 0 | |a Electronic books. | |
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |a Häggström, Olle. |t Finite Markov chains and algorithmic applications. |d Cambridge ; New York : Cambridge University Press, 2002 |z 0521813573 |w (DLC) 2002510387 |w (OCoLC)49907326 |
| 830 | 0 | |a London Mathematical Society student texts ; |v 52. |0 http://id.loc.gov/authorities/names/n84727069 | |
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| 928 | |t Library of Congress classification |a QA274.7 .H34 2002eb |l Online |c UC-FullText |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=78358 |z eBooks on EBSCOhost |g ebooks |i 12218071 | ||