Markov Chains

This book, part of a trilogy covering the field of Markov processes, provides a readable and constructive treatment of Markov chains. It contains some of the author's own research and many of the proofs are new. It includes material not usually available in textbooks, such as invariance principles for functionals of a Markov chain, Kolmogorov's inequality on the concentration function, the boundary, and the construction of a variety of continuous-time chains from their jump processes and holding times. (Author).