Markov Chains by James R. Norris (source code)

= Markov Chains by James R. Norris
{c}
{tag=Work by James R. Norris}
{title2=1997}
{title2=978-0-521-48181-6}

https://www.statslab.cam.ac.uk/~jrn10/Markov/[Author's authorized chapter previews]. Sections 1.7, 1.8 and 1.10 develop invariant <probability distributions>, convergence to equilibrium and the <countable-state Markov chain ergodic theorem> for <Markov chains>. The distinction between a normalizable invariant measure and an invariant measure of infinite mass is crucial on a countably infinite <state space>.