The jump from discrete to continuous time is where many students falter. Norris handles it masterfully by introducing the (the infinitesimal generator). Topics include:
Quickly finding specific theorems, such as the Strong Markov Property , is much faster in a digital format. markov chains jr norris pdf
: Determining the expected time to reach a certain state or the probability of being "absorbed" into a specific subset. The jump from discrete to continuous time is