Finite Markov chains and algorithmic applicationsPDF电子书下载

1 Basics of probability theory 1

2 Markov chains 8

3 Computer simulation of Markov chains 17

4 Irreducible and aperiodic Markov chains 23

5 Stationary distributions 28

6 Reversible Markov chains 39

7 Markov chain Monte Carlo 45

8 Fast convergence of MCMC algorithms 54

9 Approximate counting 64

10 The Propp-Wilson algorithm 76

11 Sandwiching 84

12 Propp-Wilson with read-once randomness 93

13 Simulated annealing 99

14 Further reading 108

References 110

Index 113