Markov Chains

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A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was enthusiastic. Some years and several drafts later, I had a thousand pages of manuscript, and my publisher was less enthusiastic. So we made it a trilogy: Markov Chains Brownian Motion and Diffusion Approximating Countable Markov Chains familiarly - MC, B & D, and ACM. I wrote the first two books for beginning graduate students with some knowledge of probability; if you ...

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Markov Chains
2011, Springer

ISBN-13: 9781461255024

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Markov Chains
1983, Springer, New York, NY

ISBN-13: 9780387908083

1971 edition

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Markov chains.
1971, Holden-Day, San Francisco

ISBN-13: 9780816230044

Hardcover

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