Introduction to Markov Chains: With Special Emphasis on Rapid Mixing

作者：Ehrhard Behrends · 年份：1999 · 被引用次数：89 · 研究领域：Markov Chains and Monte Carlo Methods

Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong Markov property, couplings, strong uniform times, Markov chains on arbitrary finite groups (including a crash-course in harmonic analysis), random generation and counting, Markov random fields, Gibbs fields, the Metropolis sampler, and simulated annealing. With 170 exercises.