Markov Processes

Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes. The text is designed to be understandable to students who have taken an undergraduate probability course without needing an instructor to fill in any gaps.

Clear, rigorous, and intuitive, the second edition builds on the successful first, used in courses and as a reference for those who want to see detailed proofs of the theorems of Markov processes. It contains copious computati...