Table of Contents

Introduction; 1. Discrete-time Markov chains; 2. Continuous-time Markov chains I; 3. Continuous-time Markov chains II; 4. Further theory; 5. Applications; Appendix; Probability and measure; Index.

Promotional Information

For students in pure and applied probability; lots of applications, fairly self-contained.

Reviews

'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