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I've been reading "Essentials of Stochastic Processes" (second edition) by "Richard Durrett" and I quite liked it, it's a nice size book and it's very easy to read.

However, and this is quite a big one, it doesn't use normal terminology, in fact it re-uses terms in a less sensible way.

For example it defines two states as communicating as $x\rightarrow y$ meaning you can get from x to y. Everything else defines this as "x leading to y" and use communication to mean $x\rightarrow y\text{ and }y\rightarrow x$ (I can't do the double arrow in LaTeX, what's the symbol?).

It also never looks at communicating classes, uses "inessential" "essential", there is only a tiny bit where generating functions are involved - a topic easily worth a chapter.

Should I return this book to the library?

Can you recommend any books?

Recommendation on stochastic process books yes there is something that asks just that, but I looked at these and learnt that having "stochastic processes" in the title does not mean Markov Chains, this could be my fault for not knowing there was a difference (or at least that big of a difference).

One book I have withdrawn from the library is "Introduction to Probability Theory and Stochastic Processes" - a huge book, there's nothing I recogse in it, classification of states isn't there, so can you recommend any books that look at stochastic processes with a focus on Markov Chains?

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  • $\begingroup$ $\Rightarrow$ is given by \Rightarrow (notice the uppercase R) $\endgroup$ – Ruslan May 18 '14 at 6:04
  • $\begingroup$ @Ruslan how does that differ from $\implies$ (\implies)? What should I have used a capital R for? $\endgroup$ – Alec Teal May 18 '14 at 6:06
  • $\begingroup$ Please adopt the habit of stating the author(s) of the books you mention. $\endgroup$ – Did May 18 '14 at 6:45
  • $\begingroup$ @AlecTeal The difference is in length. I posted that in response to your (I can't do the double arrow in LaTeX, what's the symbol?). $\endgroup$ – Ruslan May 18 '14 at 6:58
  • $\begingroup$ @Did fixed (Richard Durrett) $\endgroup$ – Alec Teal May 18 '14 at 7:00

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