This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the firs

A fascinating and instructive guide to Markov chains for experienced users and newcomers alike This unique guide to Markov chains approaches the subject along t

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by s

Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong M

Markov Chains -- Direct Methods -- Iterative Methods -- Projection Methods -- Block Hessenberg Matrices -- Decompositional Methods -- LI-Cyclic Markov -- Chains