Markov Chains and Stochastic Stability (Paperback, 2 Revised edition)

List of figures; Prologue to the second edition Peter W. Glynn; Preface to the second edition Sean Meyn; Preface to the first edition; Part I. Communication and Regeneration: 1. Heuristics; 2. Markov models; 3. Transition probabilities; 4. Irreducibility; 5. Pseudo-atoms; 6. Topology and continuity; 7. The nonlinear state space model; Part II. Stability Structures: 8. Transience and recurrence; 9. Harris and topological recurrence; 10. The existence of Π; 11. Drift and regularity; 12. Invariance and tightness; Part III. Convergence: 13. Ergodicity; 14. f-Ergodicity and f-regularity; 15. Geometric ergodicity; 16. V-Uniform ergodicity; 17. Sample paths and limit theorems; 18. Positivity; 19. Generalized classification criteria; 20. Epilogue to the second edition; Part IV. Appendices: A. Mud maps; B. Testing for stability; C. Glossary of model assumptions; D. Some mathematical background; Bibliography; Indexes.