Olle Haggstrom

Finite Markov Chains and Algorithmic Applications (eBook, PDF)

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: Cambridge University Press
• Erscheinungstermin: 30. Mai 2002
• Englisch
• ISBN-13: 9780511837319
• Artikelnr.: 48866147

Inhaltsangabe

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. Propp-Wilson algorithm
11. Sandwiching
12. Propp-Wilson with read once randomness
13. Simulated annealing
14. Further reading.