The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function ar

This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Me

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundatio

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f

This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to