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Finite Markov chains and algorithmic applications /
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 algori...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2002.
|
| Colección: | London Mathematical Society student texts ;
52. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.