MARKOV CHAINS

Markov chains. Classification of chains and states. Long-run behaviour. Time reversal.

Markov Chains, by R. Weber, 2012, University of Cambridge.

Markov Chains, written by D. Chua, based on lectures by G. R. Grimmett, 2015, University of Cambridge.

18.445 Introduction to Stochastic Processes, taught by H. Wu, 2015, Massachusetts Institute of Technology.

  • With Solutions
  • Without Solutions
    Markov Chains    , by F. P. Kelly, 2010, University of Cambridge.
    Markov Chains, by R. Weber, 2012, University of Cambridge.
    Markov Chains    , by G. R. Grimmett, 2015, University of Cambridge.
    Markov Chains    , by G. R. Grimmett, 2018, University of Cambridge.
    Markov Chains    , by R. Bauerschmidt, 2019, University of Cambridge.
    Markov Chains    , by P. Sousi, 2021, University of Cambridge.