This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Me

Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M.

Fundamental concepts of Markov chains; The classical approach to markov chains; The algebraic approach to Markov chains; Nonstationary Markov chains and the erg

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 en

Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because