Diaconis, Persi

From shuffling cards to walking around the building: An introduction to modern Markov chain theory

Doc. Math. (Bielefeld) Extra Vol. ICM Berlin 1998, Vol. I, 187-204 (1998)

Summary

This paper surveys recent progress in the classical subject of Markov chains. Sharp rates of convergence are available for many chains. Examples include shuffling cards, a variety of simulation procedures used in physics and statistical work, and random walk on the chambers of a building. The techniques used are a combination of tools from geometry, PDE, group theory and probability.

Mathematics Subject Classification

60G50, 60C05

Keywords/Phrases

rates of convergence, simulation procedures

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