A clear explanation of what an explosive Markov chain does after it passes through all available states in finite time.

This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of appli

From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing system

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a