Markov Chains

Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. Examples are from a wide range of domains, including operations research and electrical engineering. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research.

Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.