Mathematical Aspects of Mixing Times in Markov Chains by Ravi Montenegro
This book begins with a gentle introduction to the analytical aspects of the theory of finite Markov chain mixing times and quickly ramps up to explain the latest developments in the topic. Several theorems are revisited and often derived in simpler, transparent ways, and illustrated with examples.
The highlights include spectral, logarithmic Sobolev techniques, the evolving set methodology, and issues of nonreversibility. This is a comprehensive, well-written review of the subject that will be of interest to researchers and students in computer and mathematical sciences.
The highlights include spectral, logarithmic Sobolev techniques, the evolving set methodology, and issues of nonreversibility. This is a comprehensive, well-written review of the subject that will be of interest to researchers and students in computer and mathematical sciences.