This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with

Markov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model

The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the at

From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester