This book provides a rigorous but elementary introduction to the theory ofMarkov Processes on a countable state space. It should be accessible tostudents with a... » 

This book provides a rigorous but elementary introduction to the theory ofMarkov Processes on a countable state space. It should be accessible tostudents with a solid undergraduate background in mathematics includingstudents from engineering economics physics and biology. Topics covered areDoeblins theory general ergodic properties and continuous time processes. Awhole chapter is devoted to reversible processes and the use of theirassociated Dirichlet forms to estimate the rate of convergence to equilibrium.TOCRandom Walks a Good Place to Begin. Doeblins Theory for Markov Chains.More about the Ergodic Theory of Markov Chains. Markov Processes in ContinuousTime. Reversible Markov Processes. Some Mild Measure Theory. Notation.References. Index. «