This text represents a detailed, comprehensive examination of the coupling method and its broad variety of applications. Readers progress from simple to advanced topics, with end-of-discussion notes that reinforce the preceding material. Topics include renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. 1992 edition. Slightly corrected republication of the edition published by John Wiley & Sons, Inc., New York, 1992.
Finite Markov Processes and Their Applications by Marius Iosifescu Self-contained treatment covers both theory and applications. Topics include the fundamental role of homogeneous infinite Markov chains in the mathematical modeling of psychology and genetics. 1980 edition.
Stationary and Related Stochastic Processes: Sample Function Properties and Their Applications by Harald Cramér, M. Ross Leadbetter This graduate-level text offers a comprehensive account of the general theory of stationary processes and develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, more. 1967 edition.
