Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I've a syllabus like that..

Markov chains with finite and countable state space. Classification of states. Limiting behavior of n state transition probabilities. Stationary distribution. Branching process. Random walk. Gambler’s ruin problem. Markov processes in continuous time. Poisson’s process Partial correlation. Multiple correlation. Advanced theory of linear estimation

share|cite|improve this question
See this thread and that one. – Raymond Manzoni Mar 10 '13 at 14:20

Standard texts on Markov chains are :

  • Norris: Markov Chains
  • D. Stroock: An Introduction to Markov Processes

Markov processes in cont. time is a more advanced subject. Literature suggestions: Last chapter in Cinlar: Probability and Stochastics; Getoor/ Blumenthal: Markov Processes and Potential theory.

share|cite|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.