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Introduction to Markov Chains: With Special Emphasis on Rapid Mixing (Advanced Lectures in Mathematics) - Softcover
Synopsis
Aktuelles aus der Theorie der Markovketten
"synopsis" may belong to another edition of this title.
About the Author
Prof. Dr. Ehrhard Behrends ist am Fachbereich Mathematik der Freien Universität Berlin tätig.
From the Back Cover
The aims of this book are threefold:
-- We start with a naive description of
a Markov chain as a memoryless random
walk on a finite set. This is complemented by a rigorous
definition in the framework of probability theory, and then we develop
the most important results from the theory of homogeneous Markov
chains on finite state spaces.
-- Chains are called rapidly mixing if all of the associated walks,
regardles of where they started,
behave similarly already after comparitively few steps: it is
impossible from observing the chain to get information on the
starting position or the number of steps done so far. We will
thoroughly study some methods
which have been proposed in the last decades to investigate this
phenomenon.
-- Several examples will be studied to indicate how
the methods treated in this book can be applied.
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. Readers are invited to solve as many as possible of the 170 exercises.
The book is self-contained, emphasis is laid on an
extensive motivation of the ideas rather than on an encyclopaedic
account.
It can be mastered by everyone who has a background in elementary
probability theory and linear algebra.
The author is professor of mathematics at Free University of Berlin, his fields of research are functional analysis and probability theory.
"About this title" may belong to another edition of this title.
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Introduction to Markov Chains with Special Emphasis on Rapid Mixing by Ehrhard Behrends
Published by
Vieweg Verlagsgesellschaft Auflage: 1 (April 2000), 2000
ISBN 10: 3528069864
ISBN 13: 9783528069865
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Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Germany
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Hardcover. Condition: gut. Auflage: 1 (April 2000). Introduction to Markov Chains Ehrhard Behrends schnell mischende Markovketten Theorie der Markovketten auf endlichen Mengen Selbststudium Fachbereich Mathematik der Freien Universität Berlin Rapid Mixing Dieses Buch in englischer Sprache beschäftigt sich mit dem seit einigen Jahren intensiv untersuchten Gebiet schnell mischender Markovketten, eine vergleichbare Veröffentlichung gibt es bisher nicht. Der erste Teil eignet sich auch als Einführung in die wichtigsten Begriffe und Tatsachen der Theorie der Markovketten auf endlichen Mengen. Das Buch ist so geschrieben, daß man sich alles im Selbststudium erarbeiten kann und daß es als Grundlage für ein Seminar oder eine Spezialvorlesung verwendbar ist. - Autorenportrait - Prof. Dr. Ehrhard Behrends ist am Fachbereich Mathematik der Freien Universität Berlin tätig. In englischer Sprache. pages. 23,8 x 17 x 1,2 cm. Seller Inventory # BN10008
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Introduction to Markov Chains
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Introduction to Markov Chains: With Special Emphasis on Rapid Mixing (Advanced Lectures in Mathematics)
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Introduction to Markov Chains
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Vieweg+Teubner Verlag, Vieweg+Teubner Verlag Nov 1999, 1999
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ISBN 13: 9783528069865
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Dieses Buch in englischer Sprache beschäftigt sich mit dem seit einigen Jahren intensiv untersuchten Gebiet schnell mischender Markovketten, eine vergleichbare Veröffentlichung gibt es bisher nicht. Der erste Teil eignet sich auch als Einführung in die wichtigsten Begriffe und Tatsachen der Theorie der Markovketten auf endlichen Mengen. Das Buch ist so geschrieben, daß man sich alles im Selbststudium erarbeiten kann und daß es als Grundlage für ein Seminar oder eine Spezialvorlesung verwendbar ist. 248 pp. Englisch. Seller Inventory # 9783528069865
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Introduction to Markov Chains: With Special Emphasis on Rapid Mixing (Advanced Lectures in Mathematics)
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Introduction to Markov Chains: With Special Emphasis on Rapid Mixing
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Introduction to Markov Chains
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Prof. Dr. Ehrhard Behrends ist am Fachbereich Mathematik der Freien Universitaet Berlin taetig.Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong M. Seller Inventory # 4867065
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Introduction to Markov Chains
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Introduction to Markov Chains
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ISBN 10: 3528069864
ISBN 13: 9783528069865
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