From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est

The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hy

Since its inception by Perron and Frobenius, the theory of non-negative matrices has developed enormously and is now being used and extended in applied fields o

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Marko

This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and con