Looking for good literature on Markov Chains with explicit calculations I am currently starting my thesis on Markov Chains and am looking for good books and papers that include explicit calculations. I have taken a small course on Markov Chains so the subject is not completely new to me. 
All help is appreciated. 
Thank you
 A: For a first introduction, I would suggest reading the book of S. Resnick "Adventures in stochastic process".
For a clear and concise in-depth study, the book of N. Ethier and G.Kurtz "Markov Processes , characterization and convergence"
A: Norris' Markov Chains is a good starting point (you can read the first chapter from the author's website). I think this is the best introductory text that I know of.
Assmussen's Applied Probability and Queues is another good book. 
Meyn and Tweedie's Markov Chains and Stochastic Stability (1993 version, current version is significantly updated) is a nice book, but not so explicit. See also Meyn's Control for complex networks text (has a link to his "crash course on markov processes" as well). [Free from author's website]
There is also a bit of material in normal probability books (e.g. Durrett's Probability: Theory & Examples)
Markov chains have an extremely wide range of applications, so there are a lot of books you can look at -- you may want to be a bit more specific on what you want to know about markov chains. 
