Norris, J. R.

Markov chains. - Cambridge : Cambridge University Press, 1998. - 237p. : ill. ; 26 cm.

Originally published: 1997. Includes index.

Markov chains are central to the understanding of random processes, not only because they pervade their applications but also because one can calculate many quantities of interest. This book looks at both discrete-time and continuous-time chains.

Specialized.

9780521633963 (pbk.) : £15.95 0521633966 (pbk.) : £15.95


Markov processes.

519.2'33