Finite Markov Chains and Algorithmic Applications

Аннотация

The first version of these lecture notes was composed for a last-year undergraduate course at Chalmers University of Technology, in the spring semester 2000. I wrote a revised and expanded version for the same course one year later. This is the third and final (?) version. The notes are intended to be sufficiently self-contained that they can be read without any supplementary material, by anyone who has previously taken (and passed) some basic course in probability or mathematical statistics, plus some introductory course in computer programming.