Elements of the Theory of Markov Processes and Their Applications

''My purpose in this book is twofold: first, to present a nonmeasure-theoretic introduction to Markov processes, and second, to give a formal treatment of mathematical models based on this theory which have been employed in various fields. Since the main emphasis is on applications, this book is intended as a text and reference in applied probability theory.The book is divided into three parts: Part I, Theory; Part II, Applications; and Appendixes. Part I consists of three chapters which are respectively devoted to processes discrete in space and time, processes discrete in space and continuous in time, and processes continuous in space and time (diffusion processes). In the first two chapters we restrict our attention to Markov chains with a denumerable number of states, with particular reference to branching stochastic processes. The reader interested in chains with a finite number of states should consult, for example, the books of Doob, Feller, Frechet, Kemeny and Snell, and Romonovskii...'' A.T.Bharucha-Reid