Markov Chains

A topic within Probability Theory, itself one of 12 topics in that field and part of Mathematics.

Reading on Markov Chains

2 works

Book2002

Reversible Markov Chains and Random Walks on Graphs

David Aldous & James Allen Fill

Collects the spectral, coupling and electrical-network methods for bounding how fast a Markov chain converges to equilibrium, treating a graph's random walk and its resistor-network analogue as one problem throughout.

link checked 17 Sept 2026

Mathematics · Probability Theory

FreeIntermediate

Book2008

Markov Chains and Mixing Times

David A. Levin, Yuval Peres & Elizabeth L. Wilmer

Treats the mixing time of a Markov chain, not just its stationary distribution, as the central object worth computing, and builds coupling and spectral tools to bound it.

link checked 17 Sept 2026

Mathematics · Probability Theory

FreeAdvanced

Reading on Markov Chains

Reversible Markov Chains and Random Walks on Graphs

Markov Chains and Mixing Times

Other topics in Probability Theory