Bulletin of the American Mathematical Society

MathSciNet review: 1567615
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Book Information:

Authors: Stewart N. Ethier and Thomas G. Kurtz
Title: Markov processes: Characterization and convergence
Additional book information: John Wiley & Sons, New York, Chichester, Brisbane, Toronto, and Singapore, 1986, x + 534 pp., $47.50. ISBN 0-471-08186-8.

Patrick Billingsley, Convergence of probability measures, John Wiley & Sons, Inc., New York-London-Sydney, 1968. MR 0233396

A. A. Borovkov, Asymptotic methods in queuing theory, Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics, John Wiley & Sons, Ltd., Chichester, 1984. Translated from the Russian by Dan Newton. MR 745620

Olav Kallenberg, Random measures, 3rd ed., Akademie-Verlag, Berlin; Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], London, 1983. MR 818219

Harold J. Kushner, Approximation and weak convergence methods for random processes, with applications to stochastic systems theory, MIT Press Series in Signal Processing, Optimization, and Control, vol. 6, MIT Press, Cambridge, MA, 1984. MR 741469

David Pollard, Convergence of stochastic processes, Springer Series in Statistics, Springer-Verlag, New York, 1984. MR 762984, DOI 10.1007/978-1-4612-5254-2

David Williams, Diffusions, Markov processes, and martingales. Vol. 1, Probability and Mathematical Statistics, John Wiley & Sons, Ltd., Chichester, 1979. Foundations. MR 531031

1.

P. Billingsley, Convergence of probability measures, Wiley, New York, 1968. MR 0233396

2.

A. A. Borovkov, Asymptotic methods in queueing theory, Wiley, New York, 1984. MR 745620

3.

O. Kallenberg, Random measures (3rd. ed.), Academic Press, London, 1983. MR 818219

4.

H. J. Kushner, Approximation and weak convergence methods for random processes, MIT Press, Cambridge, Mass., 1984. MR 741469

5.

D. Pollard, Convergence of stochastic processes, Springer-Verlag, New York, 1984. MR 762984

6.

D. Williams, Diffusions, Markov processes and martingales, Wiley, New York, 1979. MR 531031