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.
Many free PDFs online are scanned from the 1998 printing, which contains typographical errors in the index. The official Cambridge PDF is typeset in LaTeX and is error-free. markov chains jr norris pdf
Markov chains are mathematical systems that model transitions between states with memoryless properties: the next state depends only on the current state, not the sequence leading to it. They are used in diverse fields like physics (statistical mechanics), economics (queueing theory), computer science (PageRank algorithms), and biology (population genetics). Norris’s book provides a rigorous yet accessible framework for mastering these concepts. If you decide to study from Norris, remember