This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by s

A fascinating and instructive guide to Markov chains for experienced users and newcomers alike This unique guide to Markov chains approaches the subject along t

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

Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong M