Markov chains and mixing times

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Author

Levin, David Asher, 1971-

Title

Markov chains and mixing times / [electronic resource] David A. Levin, Yuval Peres ; with contributions by Elizabeth L. Wilmer.

ISBN

9781470442323 (online)

Edition

Second edition.

Publication

Providence, Rhode Island : American Mathematical Society, [2017]

Physical Description

1 online resource.

Local Notes

Access is available to the Yale community.

Notes

"With a chapter on Coupling from the past, by James G. Propp and David B. Wilson."

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2017

Description based on print version record.

Access and use

Access restricted by licensing agreement.

Variant and related titles

American mathematical society.

AMS Non-Series Monographs.

Other formats

Print version: Levin, David Asher, 1971- Markov chains and mixing times /

Format

Books / Online

Language

English

Added to Catalog

February 11, 2020

Series

AMS Non-Series Monographs, v. 107

Bibliography

Includes bibliographical references and index.

Contents

Introduction to finite Markov chains Classical (and useful) Markov chains Markov chain Monte Carlo: Metropolis and Glauber chains Introduction to Markov chain mixing Coupling Strong stationary times Lower bounds on mixing times The symmetric group and shuffling cards Random walks on networks Hitting times Cover times Eigenvalues Eigenfunctions and comparison of chains The transportation metric and path coupling The Ising model From shuffling cards to shuffling genes Martingales and evolving sets The cutoff phenomenon Lamplighter walks Continuous-time chains Countable state space chains Monotone chains The exclusion process Cesàro mixing time, stationary times, and hitting large sets Coupling from the past Open problems Background material Introduction to simulation Ergodic theorem Solutions to selected exercises

Subjects

Markov processes > Textbooks.

Distribution (Probability theory) > Textbooks.

Probability theory and stochastic processes -- Markov processes -- Markov chains (discrete-time Markov processes on discrete state spaces).

Probability theory and stochastic processes -- Markov processes -- Continuous-time Markov processes on discrete state spaces.

Probability theory and stochastic processes -- Probability theory on algebraic and topological structures -- Probability measures on groups or semigroups, Fourier transforms, factorization.

Probability theory and stochastic processes -- Combinatorial probability -- Combinatorial probability.

Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods.

Probability theory and stochastic processes -- Special processes -- Interacting random processes; statistical mechanics type models; percolation theory.

Computer science -- Algorithms -- Randomized algorithms.

Computer science -- Computing methodologies and applications -- Simulation.

Statistical mechanics, structure of matter -- Time-dependent statistical mechanics (dynamic and nonequilibrium) -- Interacting particle systems.