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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 |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2002.
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| Colección: | London Mathematical Society student texts ;
52. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (ix, 114 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 108-112) and index. |
| ISBN: | 0511019416 9780511019418 9780511613586 051161358X 9780521813570 0521813573 9780521890014 0521890012 0511837313 9780511837319 |