Details

Autor(en) / Beteiligte

• Haggstrom, Olle

Titel

Finite Markov Chains and Algorithmic Applications

Ort / Verlag

Cambridge University Press

Erscheinungsjahr

2002

Link zum Volltext

Quelle

Cambridge University Press online books

Beschreibungen/Notizen

• 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.