Markov Process

Markov Chains Models, Algorithms and Applications
by Wai-KI Ching
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An Introduction to Markov Processes
by Daniel W. Stroock
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Markov Chains
by J. R. Norris
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Markov Decision Processes
by D. J. White
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Theory of Markov Processes
by E. B. Dynkin
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Markov Chain Monte Carlo in Practice
by W.R. Gilks
Markov and Monte Carlo