Could someone provide a good reference/book about infinite$-$state absorbing Markov chains? Most of what I've found so far deals only with the finite$-$state case.
2026-04-12 14:09:30.1776002970
Infinite$-$state absorbing Markov chains
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Standard reference is Meyn and Tweedie "Markov Chains and Stochastic Stability" which is also now freely available online (first edition). You can start from it, and dig into references if needed - each chapter is concluded with a comprehensive history/literature review.