Markov chains and mixing times, 2dn Edition /
David A. Levin (University of Oregon), Yuval Peres (Microsoft Research) ; with contributions by Elizabeth L. Wilmer.
- Second edition.
- xvi, 447 pages : illustrations ; 26 cm
"With a chapter on Coupling from the past, by James G. Propp and David B. Wilson."
Includes bibliographical references (pages 425-438) and index.
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.