TY  - BOOK
AU  - Norris, J. R. 
TI  - Markov chains
SN  - 9780521633963
PY  - 1998///
CY  - New York
PB  - Cambridge University Press 
N2  - 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 one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied
ER  -