Abstract
Markov sequences are so important that several chapters could be devoted to their study. We will mainly limit our coverage to two kinds of topics: (i) those that involve instructive applications of material presented earlier in this book and (ii) those that lay the groundwork for material on continuous-time Markov processes presented later in the book.
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Fristedt, B., Gray, L. (1997). Time-homogeneous Markov Sequences. In: A Modern Approach to Probability Theory. Probability and its Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4899-2837-5_26
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DOI: https://doi.org/10.1007/978-1-4899-2837-5_26
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