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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 with Stationary Transition Probabilities
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The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hy
Non-negative Matrices and Markov Chains
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Since its inception by Perron and Frobenius, the theory of non-negative matrices has developed enormously and is now being used and extended in applied fields o
Basics of Applied Stochastic Processes
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Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Marko
Introduction to Probability
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Type: BOOK - Published: 2017-11-02 - Publisher: Cambridge University Press

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This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and con