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Title: Finite Markov Chains and Algorithmic Applications by Olle Häggström ISBN: 0-521-89001-2 Publisher: Cambridge University Press Pub. Date: 15 August, 2002 Format: Paperback Volumes: 1 List Price(USD): $26.00

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Average Customer Rating: 4.5 (2 reviews)

Rating: 5
Summary: Excellent introduction
Comment: This is a very clearly written, succinct introduction to Markov Chains (it does not aim to be exhaustive).
I think this book offers one of the most accessible and efficient routes to learning the basics about markov chain monte carlo, perfect simulation,sandwiching and simulated annealing.

I enjoyed this book a lot.Better to read this a few times and do the questions, and then if you must, tackle one of the more bloated expositions.

Rating: 4
Summary: Well suited for courses in Markov chains
Comment: Markov chains, a sequence of actions with a random element, can be applied to nearly any process that is composed of discrete steps. Such processes include manufacturing operations, building large structures and even visiting web sites on the Internet. This book is a set of lecture notes for a course for advanced undergraduates offered by the author.
It begins with a basic introduction to probability theory and covers some applications of Markov chains that I had never thought about, such as surfing the Internet. There are exercises at the end of each section although solutions are not included. With a section on computer simulation of Markov chains, the book could also be used in a special topics course in computer science, where the emphasis is on optimization.
Markov chains are a valuable tool that should receive more emphasis in the education of math and computer science students. This book can serve as a basic text for classes aimed at both types of student.

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