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Aldous-Fill book
Reversible Markov Chains and Random Walks on Graphs
(by Aldous and Fill: unfinished monograph)
In response to many requests, the material posted as separate chapters since the 1990s
(see bottom of page)
has been recompiled as a single PDF document which nowadays is searchable.
Here it is
Reversible Markov Chains and Random Walks on Graphs (PDF, 516 pages).
Also, Peter Ralph has kindly run it through LaTeXML, to make a nice HTML version,
and here it is
Reversible Markov Chains and Random Walks on Graphs (HTML).
Some things to note
- The content has not been changed.
- The chapters which previously had integer numbers have retained the same numbers;
other chapters have now acquired integer numbers, as indicated below.
- Cross-refs between chapters are neither explicit nor reliable.
- There is some minor duplication of sections.
Suggested BibTeX citation:
@misc{aldous-fill-2014,
AUTHOR = {Aldous, David and Fill, James Allen},
TITLE = {Reversible Markov Chains and Random Walks on Graphs},
YEAR = {2002},
NOTE = {Unfinished monograph, recompiled 2014, available
at \url{http://www.stat.berkeley.edu/$\sim$aldous/RWG/book.html}}
}
Previously posted chapters as separate PDF files; ``now" indicates chapter in recompiled version.
- Chapter 1
(July 20, 1999) Introduction
- Chapter 2
(September 10 1999) General Markov Chains
- Chapter 3
(September 10 2002) Reversible Markov Chains
- Chapter 4
(October 11 1994) Hitting and Convergence Time, and Flow Rate,
Parameters for Reversible Markov Chains
- Chapter 4-3 (now Chapter 12)
(October 11 1999) untitled: does coupling theory and examples
- Chapter 5
(April 23 1996) Examples: Special Graphs and Trees
- Chapter 6
(October 31 1994)
Cover Times
- Chapter 7
(January 31 1994)
Symmetric Graphs and Chains
- Chapter 8
(May 19 1999)
Advanced L^2 Techniques for Bounding Mixing Times
- Chapter 9
(April 21 1995) A Second Look at General Markov Chains
- Chapter 9-1 (now Chapter 10)
(September 1 1999)
Some Graph Theory and Randomized Algorithms
- Chapter 13
(June 23 2001) Continuous State, Infinite State and Random Environment
- Chapter 14
(March 10 1994) Interacting Particles on Finite Graphs
- Chapter MCMC (now Chapter 11)
(January 8 2001) Markov Chain Monte Carlo
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