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

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

From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est

Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will pres

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad