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Finite Markov Chains and Algorithmic Applications

Name: Finite Markov Chains and Algorithmic Applications
Brand: Cambridge University Press
SKU: 04379163
Price: 20618 HUF
Availability: InStock
Author: Olle Haggstrom
ISBN: 9780521890014

Olle Haggstrom

Language

English

Book Paperback

Libristo code: 04379163

Publishers Cambridge University Press, May 2002

Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for ad... Full description

Libristo code: 04379163

140 b

20 618 Ft

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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.