Understanding Markov Chains: Examples and Applications

See John D. Cook’s review of the first edition. According to the preface,

This second edition includes a revision of the main course content of the first edition, with additional illustrations and applications. In particular, the exercise sections have been considerably expanded and now contain 138 exercises and 11 longer problems.

Another change in the second edition is that only selected exercises and problems have solutions in the back of the book, with the remaining solutions available online to instructors.

Fernando Q. Gouvêa is the editor of MAA Reviews.