From shuffling cards to walking around the building: An introduction to modern Markov chain theory
Documenta mathematica, ICM Berlin 1998, Vol. I (1998), pp. 187-204.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

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.
Classification : 60G50, 60C05
Keywords: rates of convergence, simulation procedures
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     title = {From shuffling cards to walking around the building: {An} introduction to modern {Markov} chain theory},
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Diaconis, Persi. From shuffling cards to walking around the building: An introduction to modern Markov chain theory. Documenta mathematica, ICM Berlin 1998, Vol. I (1998), pp. 187-204. http://geodesic.mathdoc.fr/item/DOCMA_1998__S10__a24/