Book of Donmon Teith

Provides methods of analysing Markov chains based on Lyapunov functions.

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

This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associa

A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was en

Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initi