Probability Theory, Mathematical Analysis - General & Miscellaneous, Mathematical Programming & Operations Research

Probability and Computing: Randomized Algorithms and Probabilistic Analysis

Name: Probability and Computing: Randomized Algorithms and Probabilistic Analysis
Author: Michael Mitzenmacher
ISBN: 9780521835404

by Michael Mitzenmacher, Eli Upfal

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Overview

Assuming only an elementary background in discrete mathematics, this textbook is an excellent introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses. It includes random sampling, expectations, Markov's and Chevyshev's inequalities, Chernoff bounds, balls and bins models, the probabilistic method, Markov chains, MCMC, martingales, entropy, and other topics. The book is designed to accompany a one- or two-semester course for graduate students in computer science and applied mathematics.

Synopsis

An excellent introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses.

About the Author, Michael Mitzenmacher

Michael Miztenmacher is a John L. Loeb Associate Professor in Computer Science at Harvard University. Having written nearly 100 articles on a variety of topics in computer science, his research focuses on randomized algorithms and networks. He has received an NSF CAREER Award and an Alfred P. Sloan Research Fellowship. In 2002, he shared the IEEE Information Theory Society Best Paper Award for his work on error-correcting codes.

Eli Upfal is Professor and Chair of Computer Science at Brown University. He has published more than 100 papers in refereed journals and professional conferences, and is the inventor of more than ten patents. His main research interests are randomized computation and probabilistic analysis of algorithms, with applications to optimization algorithms, communication networks, parallel and distributed computing and computational biology.

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Editorials

From the Publisher

"Mitzenmacher and Upfal have written an excellent introductory textbook on the role of randomness in algorithms and computer simulation. I would recommend it to anyone looking for a fresh approach to the basics of probability."
Max Buot, Carnegie Mellon University, Journal of the American Statistical Association

"The exposition is clear and the development carefully paced and well motivated."
Mark R. Jerrum, Mathematical Reviews