Finite Markov Chains and Algorithmic Applications

Olle Häggström
eISBN-13: 9780511837319

eBook Features

Already purchased in store?
or
Rent or Buy from $ 31.99 USD
Note: We do not guarantee supplemental material with textbooks (e.g. CD's, Music, DVD's, Access Code, or Lab Manuals)

Additional Book Details

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.

Sold By Cambridge University Press
ISBNs 9780511837319, 9780521890014, 9780521890014, 0511837313
Language eng