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A comment on Ask HN: Best place to start learning about Markov Chains?. Parent comment

Re:Ask HN: Best place to start learning about Markov Chains? by soVeryTired on Thursday April 11, 2019 @11:35AM (#19635641)
Poisson processes are continuous time though. If you're interested in Markov chains you only need the discrete-time theory.

In discrete time and discrete space, it mostly just reduces to linear algebra.

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Re:Ask HN: Best place to start learning about Markov Chains? by graycat on Thursday April 11, 2019 @01:22PM (#19636914)
No, can do continuous time discrete state space theory -- the jumps in the discrete state space are at the arrival times of the Poisson process -- that works out easily enough, especially if using Monte-Carlo. See my other post here on Red/Blue stuff.
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Re:Ask HN: Best place to start learning about Markov Chains? by usgroup on Thursday April 11, 2019 @11:52AM (#19635862)
Unless you’re interested in continuous markov chains, infinite state spaces, renewal theory, excessive functions, and so on.
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