(Thanks to David Wilson for pictures 2 and 4 above)

A textbook-in-progress

We are writing a textbook, Markov Chains and Mixing Times, on the modern theory of Markov chains and their applications.

The book is written at an advanced undergraduate level. It assumes that the reader has taken a one-semester undergraduate course in probability.

Draft chapters

Last updated July 19, 2006 (update history).

• Front matter and Chapter 1: Introduction
• Chapter 2: Discrete simulation
• Chapter 3: Introduction to finite Markov chains
• Chapter 4: Coupling
• Chapter 5: Strong stationary times
• Chapter 6: The Kantorovich metric and path coupling
• Chapter 7: Random walks on networks and hitting times
• Chapter 8: Cover times

The authors

• David A. Levin, Department of Mathematics, University of Oregon.
• Yuval Peres, Departments of Mathematics and Statistics, University of California, Berkeley.
• Elizabeth L. Wilmer, Department of Mathematics, Oberlin College.

The workshop

In June, 2006, the authors organized Mathematics of Markov Chain Monte Carlo, an MAA PREP workshop held at the Mathematical Sciences Research Institute.

• The workshop website now includes links to videos, slides, and related articles.
• More on the MAA Professional Enhancement Program.
• More on MSRI.