Markov Chains And Mixing Times
de Yuval Peres e David A. Levin
Sobre o livro
Offers an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinatorics, statistical physics, and theoretical computer science. Many of the techniques presented originate in these disciplines.