Markov Chains and Stochastic Stability (Cambridge Mathematical Library)
"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