Finite Markov chains and algorithmic applications /
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| Author / Creator: | Häggström, Olle. |
|---|---|
| Imprint: | Cambridge ; New York : Cambridge University Press, 2002. |
| Description: | ix, 114 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | London Mathematical Society student texts ; 52 |
| Subject: | Markov processes. Algorithms. Algorithms. Markov processes. |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4869516 |
Table of Contents:
- Preface
- 1. Basics of probability theory
- 2. Markov chains
- 3. Computer simulation of Markov chains
- 4. Irreducible and aperiodic Markov chains
- 5. Stationary distributions
- 6. Reversible Markov chains
- 7. Markov chain Monte Carlo
- 8. Fast convergence of MCMC algorithms
- 9. Approximate counting
- 10. The Propp--Wilson algorithm
- 11. Sandwiching
- 12. Propp--Wilson with read-once randomness
- 13. Simulated annealing
- 14. Further reading
- References
- Index
