Olle Haggstrom, Haggstrom Olle, Olle H. Ggstr M.

Finite Markov Chains and Algorithmic Applications

• Broschiertes Buch

Produktbeschreibung

The author develops the necessary background in probability theory and Markov chains then discusses important computing applications.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 126
• Erscheinungstermin: 7. September 2011
• Englisch
• Abmessung: 229mm x 152mm x 8mm
• Gewicht: 195g
• ISBN-13: 9780521890014
• ISBN-10: 0521890012
• Artikelnr.: 22128308

Inhaltsangabe

1. Basics of probability theory
2. Markov chains
3. Computer simulation of Markov chains
4. Irreducible and aperiodic Markov chains
5. Stationary distributions
6. Reversible Markov chains
7. Markov chain Monte Carlo
8. Fast convergence of MCMC algorithms
9. Approximate counting
10. Propp-Wilson algorithm
11. Sandwiching
12. Propp-Wilson with read once randomness
13. Simulated annealing
14. Further reading.