Markov Chains

A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. So we made it a trilogy: Markov Chains Brownian Motion and Diffusion Approximating Countable Markov Chains familiarly - MC, B & D, and ACM. if you can follow Sections 10.4 to 10.9 of Markov Chains you're in. it's written in the framework of Markov Chains.