By James R. Norris
"In this rigorous account the writer reports either discrete-time and continuous-time chains. A distinguishing characteristic is an creation to extra complex themes comparable to martingales and potentials, within the confirmed context of Markov chains. There are purposes to simulation, economics, optimum regulate, genetics, queues and plenty of different subject matters, and a cautious choice of workouts and examples drawn either from thought and perform. this is often an excellent textual content for seminars on random strategies or for those who are extra orientated in the direction of functions, for complicated undergraduates or graduate scholars with a few historical past in simple chance theory."
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Extra info for Markov Chains
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Markov Chains by James R. Norris