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