Markov Chains and Mixing Times
A book by
David A. Levin
Department of Mathematics, University of Oregon
Yuval Peres
Microsoft Research, University of Washington, and University of California, Berkeley
Elizabeth L. Wilmer
Department of Mathematics, Oberlin College
With a chapter on "Coupling from the Past", by James G. Propp and David B. Wilson
Publisher: American Mathematical Society (2008).
purchase at the AMS bookstore, or Amazon.com.
Electronic version: In PDF, here.
ERRATA: In PDF, here.

Illustration courtesy of David B. Wilson.