Skip to content
Register Sign in Wishlist

Markov Chains and Stochastic Stability

2nd Edition

$88.99 (P)

Part of Cambridge Mathematical Library

  • Date Published: April 2009
  • availability: Available
  • format: Paperback
  • isbn: 9780521731829

$ 88.99 (P)

Add to cart Add to wishlist

Other available formats:

Looking for an examination copy?

This title is not currently available for examination. However, if you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact providing details of the course you are teaching.

Product filter button
About the Authors
  • Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

    • The modern classic, available in print for the first time in 10 years
    • The 1994 ORSA/TIMS Best Publication on Applied Probability Award winner, brought up to date to reflect recent developments
    • Now includes a prologue by Peter W. Glynn
    Read more

    Reviews & endorsements

    "As Glynn puts it in his prologue, "This second edition remains true to the remarkable standards of scholarship established by the first edition... This new edition does a splendid job of making clear the most important [new] developments and pointing the reader in the direction of key references to be studied in each area." The reviewer fully agrees with this assessment."
    M. Iosifescu, Mathematical Reviews

    "The second edition of Meyn and Tweedie’s Markov Chains and Stochastic Stability is out. This is great news. If you do not have this book yet, you should hurry up and get yourself a copy at a very reasonable price, and if you do own a copy already, it is probably falling apart by now from frequent use, so upgrade to the second edition."
    Gennady Samorodnitsky, Journal of the American Statistical Association

    See more reviews

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Edition: 2nd Edition
    • Date Published: April 2009
    • format: Paperback
    • isbn: 9780521731829
    • length: 624 pages
    • dimensions: 247 x 174 x 32 mm
    • weight: 1.12kg
    • contains: 4 b/w illus.
    • availability: Available
  • Table of Contents

    List of figures
    Prologue to the second edition Peter W. Glynn
    Preface to the second edition Sean Meyn
    Preface to the first edition
    Part I. Communication and Regeneration:
    1. Heuristics
    2. Markov models
    3. Transition probabilities
    4. Irreducibility
    5. Pseudo-atoms
    6. Topology and continuity
    7. The nonlinear state space model
    Part II. Stability Structures:
    8. Transience and recurrence
    9. Harris and topological recurrence
    10. The existence of Π
    11. Drift and regularity
    12. Invariance and tightness
    Part III. Convergence:
    13. Ergodicity
    14. f-Ergodicity and f-regularity
    15. Geometric ergodicity
    16. V-Uniform ergodicity
    17. Sample paths and limit theorems
    18. Positivity
    19. Generalized classification criteria
    20. Epilogue to the second edition
    Part IV. Appendices: A. Mud maps
    B. Testing for stability
    C. Glossary of model assumptions
    D. Some mathematical background

  • Authors

    Sean Meyn, University of Illinois, Urbana-Champaign
    Sean Meyn is a professor in the Department of Electrical and Computer Engineering and director of the Division and Control Laboratory of the Coordinated Science Laboratory at the University of Illinois. He has served on the editorial boards of several journals in areas of systems and control and applied probability.

    Richard L. Tweedie, University of Minnesota
    Richard L. Tweedie was Professor and Head of the Division of Biostatistics at the University of Minnesota before his death in 2001.

    Prologue by

    Peter W. Glynn

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.