ABSTRACT
What follows is a quick survey of the main ingredients in the theory of discrete-time Markov processes. It is a bird’s view, rather than the definitive “state of the art.” To maximize accessibility, the nomenclature of mathematical probability is avoided, although rigor is not sacrificed. To compensate, examples (and counterexamples) abound and the references are annotated. Relevance to control is discussed in Section 58.9.
