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Markov Chains and Mixing Times Hardcover – December 9, 2008

ISBN-13: 978-0821847398 ISBN-10: 0821847392 Edition: 1st

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Markov Chains and Mixing Times + Concentration Inequalities: A Nonasymptotic Theory of Independence + The Probabilistic Method
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Product Details

  • Hardcover: 371 pages
  • Publisher: American Mathematical Society; 1 edition (December 9, 2008)
  • Language: English
  • ISBN-10: 0821847392
  • ISBN-13: 978-0821847398
  • Product Dimensions: 1 x 7.2 x 10.2 inches
  • Shipping Weight: 2 pounds (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (3 customer reviews)
  • Amazon Best Sellers Rank: #641,938 in Books (See Top 100 in Books)

Editorial Reviews

Review

Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. ---- Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University

In this book, [the authors] rapidly take a well-prepared undergraduate to the frontiers of research. Short, focused chapters with clear logical dependencies allow readers to use the book in multiple ways. ---- CHOICE Magazine

Throughout the book, the authors generously provide concrete examples that motivate theory and illustrate ideas. I expect this superb book to be widely used in graduate courses around the world, and to become a standard reference. ---- Mathematical Reviews

Customer Reviews

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Most Helpful Customer Reviews

9 of 13 people found the following review helpful By S. L. Starr on February 28, 2009
Format: Hardcover Verified Purchase
This beautiful undergraduate textbook is a labor of love. It introduces modern topics, starting from using couplings to determine mixing times, and going all the way to current trends and topics such as Wilson's algorithm and coupling from the past. It's notable just for introducing students to coupling at this early stage! Its amazingly written in the American undergraduate style. It's intended to be used. It could be used as a replacement for Stochastic Processes, but its better to have both in the curriculum. Many computer science departments have a course on Markov chain methods which has strong overlap. I had students doing independent study from it (a preprint version) from math, stats and finance-econ. The book is appropriate for self-study for students.
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0 of 3 people found the following review helpful By Luo Shunyan on September 16, 2014
Format: Hardcover
Book is new and no damage. The print quality is good.
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1 of 14 people found the following review helpful By Rodrigo Marinho de Souza on December 22, 2012
Format: Hardcover Verified Purchase
I liked the perfect condition of the product and also the fact that the product came to Brazil in a couple of days. About the book I can't say anything. I bought it due to the fact that it is a great book, and i already knew that and needed to write a project.
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Markov Chains and Mixing Times
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