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We're studying Markov models (still at the basis: transitory states, periodic states, etc..) but the professor isn't very good at teaching and I feel I'm getting lost soon.

I'd love to have a simple introductory "Markov Models for dummies" text where to refer for definitions and simple examples. Can you suggest one please?

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This is the first time I ever wanted to add a sixth tag: (reference-request) :-) –  joriki Mar 30 '12 at 15:54
    
I'd personally boil it down to just (markov-chains) and (reference-request). The others are auxiliary or overly broad, and of course everyone question would like a response that increases intuition. I mentally reserve that tag for when that the questioner understands a specific result "on paper", but is missing the intuition behind it. –  Cam McLeman Mar 30 '12 at 16:06
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up vote 2 down vote accepted

It's not in any way "for dummies", but you might look at http://www.statslab.cam.ac.uk/~james/Markov/

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I thought exactly of the same book :) but then I decided that there are not enough modeling examples. Not enough for the OP, the book I like. –  Ilya Mar 30 '12 at 16:13
    
It's not very easy to read, anything a little more "coincise" ? –  paulAl Apr 3 '12 at 20:56
    
Which do you want, concise or easy to read? In mathematics those attributes tend to be negatively correlated. –  Robert Israel Apr 3 '12 at 21:03
    
ok, let's choose "easy to read" –  paulAl Apr 4 '12 at 9:00
    
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