Markov Chains and Mixing Times
Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. ---- Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford UniversityIn this book, [the authors] rapidly take a well-prepared undergraduate to the frontiers of research. Short, focused chapters with clear logical dependencies allow readers to use the book in multiple ways. ---- CHOICE MagazineThroughout the book, the authors generously provide concrete examples that motivate theory and illustrate ideas. I expect this superb book to be widely used in graduate courses around the world, and to become a standard reference. ---- Mathematical Reviews