SKOLKOVO School of Management

Levin, David Asher, 1971-

Markov chains and mixing times / David A. Levin, Yuval Peres ; with contributions by Elizabeth L. Wilmer. - Second edition. - pages cm

"With a chapter on Coupling from the past, by James G. Propp and David B. Wilson."

Includes bibliographical references and index.

9781470429621 (alk. paper)

2017017451


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.

QA274.7 / .L48 2017

519.2/33