Finite Markov Chains and Algorithmic Applications by Olle Haggstrom (English) Pa

Description: Finite Markov Chains and Algorithmic Applications by Olle Haggstrom This text is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains before using it to study a range of randomized algorithms with important applications in optimization and other problems in computing. The book will appeal not only to mathematicians, but to students of computer science who will discover much useful material. This clear and concise introduction to the subject has numerous exercises that will help students to deepen their understanding. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description Based on a lecture course given at Chalmers University of Technology, this 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. Table of Contents 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. Review Has climbing up onto the MCMC juggernaut seemed to require just too much effort? This delightful little monograph provides an effortless way in. The chapters are bite-sized with helpful, do-able exercises (by virtue of strategically placed hints) that complement the text. Publication of the International Statistical Institute ... a very nice introduction to the modern theory of Markov chain simulation algorithms. R. E. Maiboroda, Zentralblatt MATH ... extremely elegant. I am sure that students will find great pleasure in using the book - and that teachers will have the same pleasure in using it to prepare a course on the subject. Mathematics of Computation This elegant little book is a beautiful introduction to the theory of simulation algorithms, using (discrete) Markov chains (on finite state spaces) ... highly recommended to anyone interested in the theory of Markov chain simulation algorithms. Nieuw Archief voor Wiskunde Review Quote "[This series] is generally good....The use of examples to introduce the various algorithms is especially effective and makes the text easier to read." Mathematical Reviews Promotional "Headline" In this 2002 book, the author develops the necessary background in probability theory and Markov chains then discusses important computing applications. Description for Bookstore 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 randomised algorithms with important applications in optimisation and other problems in computing. Description for Library 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 randomised algorithms with important applications in optimisation and other problems in computing. Details ISBN0521890012 Author Olle Haggstrom Publisher Cambridge University Press Series London Mathematical Society Student Texts Language English ISBN-10 0521890012 ISBN-13 9780521890014 Media Book Format Paperback DEWEY 511.8 Series Number 52 Illustrations Yes Year 2002 Publication Date 2002-01-31 Imprint Cambridge University Press Place of Publication Cambridge Country of Publication United Kingdom Edition 1st Pages 126 Short Title FINITE MARKOV CHAINS & ALGORIT DOI 10.1604/9780521890014 Audience Professional and Scholarly UK Release Date 2002-05-30 AU Release Date 2002-05-30 NZ Release Date 2002-05-30 We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:91391271;

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