Contents: Probability spaces and random variables -- Expectations and independence --Bernoulli processes and sums of independent random variables -- Poisson processes -- Markov chains -- Limiting behavior and applications of Markov chains -- Potentials, excessive functions, and optimal stopping of Markov chains -- Markov processes -- Renewal theory -- Markov renewal theory -- After word -- Appendix: Non-negative matrices
This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory.