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Finite Markov Chains and Algorithmic Applications

Language EnglishEnglish
Book Paperback
Book Finite Markov Chains and Algorithmic Applications Olle Haggstrom
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
? points 125 b
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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.

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About the book

Full name Finite Markov Chains and Algorithmic Applications
Author Olle Haggstrom
Language English
Binding Book - Paperback
Date of issue 2002
Number of pages 126
EAN 9780521890014
ISBN 0521890012
Libristo code 04379163
Publishers Cambridge University Press
Weight 214
Dimensions 227 x 164 x 8

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Calculus & mathematical analysis
Mathematics & Science > Mathematics > Probability & statistics
Computing & Information Technology > Computer science > Mathematical theory of computation
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