TY  - BOOK
AU  - Häggström,Olle
TI  - Finite Markov chains and algorithmic applications
T2  - London Mathematical Society student texts
SN  - 9780511613586 (ebook)
AV  - QA274.7 .H34 2002
U1  - 511.8 21
PY  - 2002///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Markov processes
KW  - Algorithms
N1  - Title from publisher's bibliographic system (viewed on 05 Oct 2015)
N2  - 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
UR  - https://doi.org/10.1017/CBO9780511613586
ER  -