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Markov Chains and Mixing Times 1st Edition

5 out of 5 stars 2 customer reviews
ISBN-13: 978-0821847398
ISBN-10: 0821847392
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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
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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 (2 customer reviews)
  • Amazon Best Sellers Rank: #451,840 in Books (See Top 100 in Books)

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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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Format: Hardcover
Book is new and no damage. The print quality is good.
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