Alessandra Castaldi: Finite Markov chains and stochastic matrices.
Diplom thesis, Ferrara 1995.
Original title: Catene di Markov finite e matrici stocastiche.
MARKOV CHAINS

Stochastic processes
Markov chains
Transition matrices (with a C++ program)
Reachability and absorbing sets
Periods and cyclic classes
Recurrence and renewal
Examples of recurrent Markov chains
Absorption probabilities
The ergodic theorem for primitive Markov chains

STOCHASTIC MATRICES

Elementary considerations
Irreducible matrices and oriented graphs
Positive matrices
The theorems of Frobenius and Wielandt
Primitive matrices
The ergodic theorem for stochastic matrices
Irreducible stochastic matrices


REFERENCES