May 2014
Intermediate to advanced
258 pages
6h 11m
English
Content preview from Markov Chains: Analytic and Monte Carlo Computations
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References
- Chung, K.L. (1967) Markov Chains with Stationary Transition Probabilities, Die Grundlehren der mathematischen Wissenschaften, Band 104, 2nd edn, Springer-Verlag New York, Inc., New York.
- Duflo, M. (1996) Algorithmes stochastiques, Mathématiques & Applications (Berlin) [Mathematics & Applications], Vol. 23, Springer-Verlag, Berlin.
- Feller, W. (1968) An Introduction to Probability Theory and Its Applications, 3rd edn, Vol. I, John Wiley & Sons, Inc., New York.
- Kelly, F.P. (2011) Reversibility and Stochastic Networks, Cambridge Mathematical Library, Cambridge University Press, Cambridge, Revised edition of the 1979 original with a new preface.
- Propp, J.G. and Wilson, D.B. (1996) Exact sampling with coupled Markov chains and applications to statistical mechanics. Proceedings of the 7th International Conference on Random Structures and Algorithms (Atlanta, GA, 1995), Vol. 9, pp. 223–252.
- Robert, P. (2003) Stochastic Networks and Queues, Applications of Mathematics (New York), Vol. 52, Stochastic Modelling and Applied Probability, Springer-Verlag, Berlin.
- Rudin, W. (1991) Functional Analysis, International Series in Pure and Applied Mathematics, 2nd edn, McGraw-Hill Inc., New York.
- Saloff-Coste, L. (1997) Lectures on finite Markov chains, Lectures On Probability Theory and Statistics (Saint-Flour, 1996), Lecture Notes in Mathematics, Vol. 1665, Springer, Berlin, pp. 301–413.
- Williams, D. (1991) Probability with Martingales, Cambridge Mathematical Textbooks, Cambridge University ...
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