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Markov chain
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== References == {{refbegin}} * A. A. Markov (1906) "Rasprostranenie zakona bol'shih chisel na velichiny, zavisyaschie drug ot druga". ''Izvestiya Fiziko-matematicheskogo obschestva pri Kazanskom universitete'', 2-ya seriya, tom 15, pp. 135–156. * A. A. Markov (1971). "Extension of the limit theorems of probability theory to a sum of variables connected in a chain". reprinted in Appendix B of: R. Howard. ''Dynamic Probabilistic Systems, volume 1: Markov Chains''. John Wiley and Sons. * Classical Text in Translation: {{cite journal |last = Markov |first = A. A. |year = 2006 |title = An Example of Statistical Investigation of the Text Eugene Onegin Concerning the Connection of Samples in Chains |translator-first = David |translator-last = Link |journal = Science in Context |volume = 19 |issue = 4 |pages = 591–600 |doi = 10.1017/s0269889706001074}} * Leo Breiman (1992) [1968] ''Probability''. Original edition published by Addison-Wesley; reprinted by [[Society for Industrial and Applied Mathematics]] {{ISBN|0-89871-296-3}}. (See Chapter 7) * [[J. L. Doob]] (1953) ''Stochastic Processes''. New York: John Wiley and Sons {{ISBN|0-471-52369-0}}. * S. P. Meyn and R. L. Tweedie (1993) ''Markov Chains and Stochastic Stability''. London: Springer-Verlag {{ISBN|0-387-19832-6}}. online: [https://web.archive.org/web/20100619010320/https://netfiles.uiuc.edu/meyn/www/spm_files/book.html MCSS] . Second edition to appear, Cambridge University Press, 2009. * {{cite book |title=Markov Processes |author-first=Eugene Borisovich |author-last=Dynkin |author-link=Eugene Borisovich Dynkin |translator-first1=Jaap |translator-last1=Fabius |translator-first2=Vida Lazarus |translator-last2=Greenberg |translator-first3=Ashok Prasad |translator-last3=Maitra |translator-first4=Giandomenico |translator-last4=Majone |translator-link4=Giandomenico Majone |series=Grundlehren der mathematischen Wissenschaften |volume=I (121) |date=1965 |doi=10.1007/978-3-662-00031-1<!--softcover reprint --> |isbn=978-3-662-00033-5<!-- softcover reprint --> |id=Title-No. 5104 |publisher=[[Springer-Verlag]] |publication-place=Berlin |url=https://archive.org/details/markovprocesses0001dynk |url-access=registration}}; {{cite book |display-authors=0 |title=Markov Processes |author-first=Eugene Borisovich |author-last=Dynkin |series=Grundlehren der mathematischen Wissenschaften |author-link=Eugene Borisovich Dynkin |volume=II (122) |date=1965 |doi=10.1007/978-3-662-25360-1<!-- softcover reprint --> |isbn=978-3-662-23320-7<!-- softcover reprint --> |id=Title-No. 5105 |url=https://archive.org/details/markovprocesses0002dynk |url-access=registration}} (NB. This was originally published in Russian as {{lang|ru|Марковские процессы}} (''Markovskiye protsessy'') by [[Fizmatgiz]] in 1963 and translated to English with the assistance of the author.) * S. P. Meyn. ''Control Techniques for Complex Networks''. Cambridge University Press, 2007. {{ISBN|978-0-521-88441-9}}. Appendix contains abridged Meyn & Tweedie. online: [https://web.archive.org/web/20100619011046/https://netfiles.uiuc.edu/meyn/www/spm_files/CTCN/CTCN.html CTCN] *{{cite book |title=Sequential Machines and Automata Theory |last=Booth |first=Taylor L. |publisher=John Wiley and Sons, Inc. |year=1967 |edition=1st |location=New York, NY |id=Library of Congress Card Catalog Number 67-25924}} ] Extensive, wide-ranging book meant for specialists, written for both theoretical computer scientists as well as electrical engineers. With detailed explanations of state minimization techniques, FSMs, Turing machines, Markov processes, and undecidability. Excellent treatment of Markov processes pp. 449ff. Discusses Z-transforms, D transforms in their context. * {{cite book |title=Finite Mathematical Structures |url=https://archive.org/details/finitemathematic0000keme_h5g0 |url-access=registration |last=Kemeny |first=John G. |publisher=Prentice-Hall, Inc. |year=1959 |edition=1st |location=Englewood Cliffs, NJ |id = Library of Congress Card Catalog Number 59-12841 |author2=Hazleton Mirkil |author3=J. Laurie Snell |author4=Gerald L. Thompson }} Classical text. cf Chapter 6 ''Finite Markov Chains'' pp. 384ff. * [[John G. Kemeny]] & [[J. Laurie Snell]] (1960) ''Finite Markov Chains'', D. van Nostrand Company {{ISBN|0-442-04328-7}} * E. Nummelin. "General irreducible Markov chains and non-negative operators". Cambridge University Press, 1984, 2004. {{ISBN|0-521-60494-X}} * Seneta, E. ''Non-negative matrices and Markov chains''. 2nd rev. ed., 1981, XVI, 288 p., Softcover Springer Series in Statistics. (Originally published by Allen & Unwin Ltd., London, 1973) {{ISBN|978-0-387-29765-1}} * [[Kishor S. Trivedi]], ''Probability and Statistics with Reliability, Queueing, and Computer Science Applications'', John Wiley & Sons, Inc. New York, 2002. {{ISBN|0-471-33341-7}}. * K. S. Trivedi and R.A.Sahner, ''SHARPE at the age of twenty-two'', vol. 36, no. 4, pp. 52–57, ACM SIGMETRICS Performance Evaluation Review, 2009. * R. A. Sahner, K. S. Trivedi and A. Puliafito, ''Performance and reliability analysis of computer systems: an example-based approach using the SHARPE software package'', Kluwer Academic Publishers, 1996. {{ISBN|0-7923-9650-2}}. * G. Bolch, S. Greiner, H. de Meer and K. S. Trivedi, ''Queueing Networks and Markov Chains'', John Wiley, 2nd edition, 2006. {{ISBN|978-0-7923-9650-5}}. {{refend}}
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