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# Books/lecture notes on Markov Chains watch

1. Hello.

I am looking for good books/notes that introduce Markov Chains, preferably ones that have a lot of 'exercises' too (the books; I don't expect lecture notes to have questions in them).

Can anybody recommend any?

Thank you.

(Positive reputationz for useful posts. )
2. A set of notes:1,2,3,4,5,6,7,
3. Dadeyemi's links look good. If you want to get your hands on a book, my lecturer (also Cambridge) essentially copied and pasted his notes from JR Norris' book on Markov Chains.. It does contain a lot more than a basic introduction but you can read the starting stuff here

Looking at them, I also rather suspect the lecturer who made the pdfs in Dadeyemi's links also borrowed heavily from Norris!
4. On a tangent, (not necessarily notes/books), a basic introduction ...

5. I, too, use Norris. It is okay, but perhaps could do with more discussion.
A set of notes:1,2,3,4,5,6,7,
These look good. Thank you.
7. Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need.

I will post a typical problem sheet to give you an idea of what I'm after iff I remember to.

K. Thanks again.
8. (Original post by elsa_89)
Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need.

I will post a typical problem sheet to give you an idea of what I'm after iff I remember to.

K. Thanks again.
There's two example (problem) sheets here: http://www.statslab.cam.ac.uk/~frank/MARKOV/ , no idea if they're suitable. What about just doing past papers from your university? They're the most representative of what will come up.
9. (Original post by elsa_89)
Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need.

I will post a typical problem sheet to give you an idea of what I'm after iff I remember to.

K. Thanks again.
Sheets 1-4: http://www2.warwick.ac.uk/fac/sci/ma.../ma3h2/sheets/
10. (Original post by elsa_89)
Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need.

I will post a typical problem sheet to give you an idea of what I'm after iff I remember to.

K. Thanks again.
hmmm. Now that I think about it, I never got rep for my post recommending Norris as promised in your OP.

Here's a few exercises (not sure if answers are available or if they are suitable though):
http://www.stat.psu.edu/~jiali/cours...es/exchap4.pdf
http://www.stat.berkeley.edu/~aldous/204/hw7.PDF
http://ceee.rice.edu/Books/LA/markov/markov4.html
11. Awesome. Thank you.

GA- I will do past papers too, but the module has changed drastically this year (it has become part of a bigger, year-long module) and it is therefore not clear whether this year's exam will be like previous years'. Also, there being no sample exam papers for the 'new' module (gay ) means anything could come up, so best to do as many practice questions as possible, methinks.

(Original post by yusufu)
hmmm. Now that I think about it, I never got rep for my post recommending Norris as promised in your OP.
What a rep whore.

(But yes, you're right. Sorry. )

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