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References and further studies

Gamerman, D. Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference. Boca Raton, FL: CRC Press, 1997.

Gilks, W. R.; Richardson, S.; and Spiegelhalter, D. J. (Eds.). Markov Chain Monte Carlo in Practice. Boca Raton, FL: Chapman & Hall, 1996.

Grimmett, G. and Stirzaker, D. Probability and Random Processes, 2nd ed. Oxford, England: Oxford University Press, 1992.

Harary, F. Graph Theory. Reading, MA: Addison-Wesley, p. 6, 1994.

Kallenberg, O. Foundations of Modern Probability. New York: Springer-Verlag, 1997.

Kemeny, J. G. and Snell, J. L. Finite Markov Chains. New York: Springer-Verlag, 1976.

Papoulis, A. "Brownian Movement and Markoff Processes." Ch. 15 in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, pp. 515-553, 1984.

Stewart, W. J. Introduction to the Numerical Solution of Markov Chains. Princeton, NJ: Princeton University Press, 1995.



Ali A. Daddel 2000-09-18