Detailed proofs regarding invariant distributions and the Convergence Theorem.
Many free PDFs online are scanned from the 1998 printing, which contains typographical errors in the index. The official Cambridge PDF is typeset in LaTeX and is error-free. markov chains jr norris pdf
. Originally published in 1997, it remains one of the most highly recommended textbooks for both advanced undergraduates and Master's level students seeking a rigorous yet accessible introduction to random processes. Google Books Why This Book is a "Must-Read" markov chains jr norris pdf