Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues (Hardcover, 2, 2020)

Preface.- 1 Probability Review.- 2 Discrete-Time Markov Chains.- 3 Recurrence and Ergodicity.- 4 Long-Run Behavior.- 5 Discrete-Time Renewal Theory.- 6 Absorption and Passage Times.- 7 Lyapunov Functions and Martingales.- 8 Random Walks on Graphs.- 9 Convergence Rates.- 10 Markov Fields on Graphs.- 11 Monte Carlo Markov Chains.- 12 Non-homogeneous Markov Chains.- 13 Continuous-Time Markov Chains.- 14 Markovian Queueing Theory.- Appendices.- Bibliography.- Index.