Finite Markov Chains and Algorithmic Applications - Couverture souple

Livre 39 sur 83: London Mathematical Society Student Texts

Häggström, Olle

 
9780521890014: Finite Markov Chains and Algorithmic Applications
Couverture souple
ISBN 10 : 0521890012 ISBN 13 : 9780521890014
Editeur : Cambridge University Press, 2002

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Revue de presse

'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

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2002
Langue
anglais
ISBN 10 
0521890012
ISBN 13 
9780521890014
Reliure
Broché
Nombre de pages
126
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521813570: Finite Markov Chains and Algorithmic Applications

Edition présentée

ISBN 10 :  0521813573 ISBN 13 :  9780521813570
Editeur : Cambridge University Press, 2002
Couverture rigide