Markov chains

W Woess, Denumerable Markov Chains (EMS, 2009)

W K Ching, M K Ng, Markov Chains: Models, Algorithms and Applications (Springer, 2006)

D A Levin, Y Peres, E L Wilmer, Markov Chains and Mixing Times (Lecture Notes, 2005)

Yin G G, Zhang Q, Discrete-time Markov chains: Two-time-scale methods and applications (Springer, 2005)

Haggstrom O, Finite Markov chains and algorithmic applications (CUP, 2002)

Hennion H, Herve L, Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness, LNM 1766 (2002)

Yin G G, Zhang Q, Continuous-time Markov chains and applications: A singular perturbation approach (Springer, 1998)

Norris J R, Markov chains (CUP, 1997)

Saloff-Coste L, Lectures on finite Markov chains, LNM 1665, 301 (1997)

Meyn S P, Tweedie R I, Markov chains and stochastic stability (Springer, 1993)

Kemeny J, Snell J, Knapp A, Denumerable Markov Chains (Springer, 1976), 2ed

Kemeny J, Snell J, Finite Markov Chains (Springer, 1976), 2ed

Anderson W J, Continuous time Markov chains: An applications-oriented approach (Springer, 1991)

D Revuz, Markov Chains (Elsevier, 1984), 2ed

K L Chung, Markov chains with stationary transition probabilities (Springer, 1967), 2ed

Романовский В И, Дискретные цепи Маркова (Гостехиздат, 1949)

Larralde H, Leyvraz F, Metastability for Markov processes with detailed balance, PRL 94, 160201 (2005)

Destainville N, Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique, JPA 36, 3647 (2003)

Jiang D, Qian M, Zhang F, Entropy production fluctuations of finite Markov chains, JMP 44, 4176 (2003)

Jiang D, Zhang F, The Green-Kubo formula and power spectrum of reversible Markov processes, JMP 44, 4681 (2003)

Hanney T, Evans M R, Einstein relation for nonequilibrium steady states, JSP 111, 1377 (2003)

Cai W, Kalos M H, de Koning M, Bulatov V V, Importance sampling of rare transition events in Markov processes, PRE 66, 046703 (2002)

Bovier A, Eckhoff M, Gayrard V, Klein M, Metastability and small eigenvalues in Markov chains, JPA 33, L447 (2000)

Kontoyiannis I, Meyn S P, Spectral theory and limit theorems for geometrically ergodic Markov processes, math.PR/0209200

Hilfer R, Blumen A, Probabilistic interpretation of the Einstein relation, PRA 37, 578 (1988)

Carne T K, A transmutation formula for Markov chains, Bull Sci Math 109, 399 (1985)

Varopoulos N Th, Long range estimates for Markov chains, Bull Sci Math 109, 225 (1985)