If you decide to study from Norris, remember the golden rule: Work every exercise. Derive every lemma. By the time you finish Chapter 3, you will not only understand Markov chains; you will think like a probabilist.
If it is Rainy today, there is a 40% chance it becomes Sunny tomorrow. 2. Visualize State Transitions markov chains jr norris pdf
Invariant distributions, convergence to equilibrium, and the Ergodic Theorem. If you decide to study from Norris, remember