Finite Markov chains and algorithmic applications /:

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 algori...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Häggström, Olle
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge ; New York : Cambridge University Press, 2002.
Schriftenreihe:London Mathematical Society student texts ; 52.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung: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.
Beschreibung:1 online resource (ix, 114 pages :)
Bibliographie:Includes bibliographical references (pages 108-112) and index.
ISBN:0511019416
9780511019418
9780511613586
051161358X
9780521813570
0521813573
9780521890014
0521890012
0511837313
9780511837319