Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics) Paperback – 15 Oct 1998
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Review
'This is an admirable book, treating the topic with mathematical rigour and clarity, mixed with helpful informality; and emphasising numerous applications to a wide range of subjects.' D. V. Lindley, The Mathematical Gazette
'My overall impression of this book is very positive … this is the best introduction to the subject that I have come across.' Contemporary Physics
'An instructor looking for a suitable text, at the level of a Master of Mathematics degree, can use this book with confidence and enthusiasm.' John Haigh, University of Sussex
'We recently based a seminar on this book … it is well suited for an elementary, technically modest, but still rigorous introduction into the heart of a lively and relevant area of stochastic processes.' M. Scheutzow, Zentralblatt MATH
Book Description
A textbook for students with some background in probability that develops quickly a rigorous theory of Markov chains and shows how actually to apply it, e.g. to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice.
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