文件名称：Markov Chains_ Analytic and Monte Carlo Computations .pdf
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更新时间：2022-07-10 11:31:36
MCMC
This book is written with a broad spectrum, that allows for different readings at various levels. It tries nevertheless to plunge quickly into the heart of the matter. The basic analytical tool is the maximum principle, which is natural in this setting. It is superfcially compared to martingale methods in some instances. The basic probabilistic tool is the Markov property, strong or not.