Books Related to Math 285

Math 285 (Stochastic Processes)

Spring 2011

• General
  1. Karlin, S. and Taylor, H.M.: A First Course in Stochastic Processes [QA274 .K37 1975]
• Markov Chains
  1. Norris, J.R.: Markov Chains [QA274.7 .N67 1997]
  2. Häggström, O.: Finite Markov chains and algorithmic applications [QA274.7 .H34 2002]
• Martingales
  1. D. Williams: Probability with Martingales [QA274.5 .W55 1991]