Finite Markov Chains and Algorithmic Applications - Brossura

Häggström, Olle

Brossura

ISBN 10: 0521890012 ISBN 13: 9780521890014

Casa editrice: Cambridge University Press, 2002

Riassunto

In this 2002 book, the author develops the necessary background in probability theory and Markov chains then discusses important computing applications.

Su questo libro

Recensione

'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

Descrizione del libro

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.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2002
• Lingua: Inglese
• ISBN 10: 0521890012
• ISBN 13: 9780521890014
• Rilegatura: Copertina flessibile
• Numero di pagine: 126
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia