This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.
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This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.
Read Less