A self-contained treatment, this text covers both theory and applications. Topics include homogeneous finite and infinite Markov chains, including those employed in the mathematical modeling of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time. 1980 edition. Reprint of the John Wiley & Sons, New York, 1980 edition.
Here's a sample of other books in this Dover category
Applied Probability Models with Optimization Applications by Sheldon M. Ross Concise advanced-level introduction to stochastic processes that arise in applied probability. Poisson process, renewal theory, Markov chains, Brownian motion, much more. Problems. References. Bibliography. 1970 edition.
Probability Theory: A Concise Course by Y. A. Rozanov This clear exposition begins with basic concepts and moves on to combination of events, dependent events and random variables, Bernoulli trials and the De Moivre-Laplace theorem, and more. Includes 150 problems, many with answers.
Lectures on the Coupling Method by Torgny Lindvall Practical and easy-to-use reference progresses from simple to advanced topics, covering, among other topics, renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. 1992 edition.
Markov Processes and Potential Theory by Robert M. Blumenthal, Ronald K. Getoor This graduate-level text explores the relationship between Markov processes and potential theory in terms of excessive functions, multiplicative functionals and subprocesses, additive functionals and their potentials, and dual processes. 1968 edition.
