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M A R K O V K E T T E N :

"Introduction to Markov Chains
(with Special Emphasis on Rapid Mixing)"

Das Markov-Buch

Das ist mein neuestes Buch, es erschien im Dezember 1999 bei Vieweg.

Es enthält die folgenden Kapitel:

Markov chains: how to start?
Examples of Markov chains
How linear algebra comes into play
The fundamental notions in connection with Markov chains
Transient states
An analytical lemma
Irreducible Markov chains
Notes and remarks
Perron-Frobenius theory
Rapid mixing: a first approach
Stopping times and the strong Markov property
Coupling methods
Strong uniform times
Markov chains on finite groups I (commutative groups)
Markov chains on finite groups II (arbitrary groups)
Notes and remarks
Random generation and counting
Markov random fields
Potentials, Gibbs fields, and the Ising model
The Metropolis sampler and simulated annealing
Notes and remarks

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