Potentially useful reference books for
STA 447/2006H, Spring 2002
Most of these books can be purchased directly from the publishers, or
through most bookstores (e.g. the U of T Bookstore). Also, books marked
with an asterisk (*) will be held on reserve in the Gerstein Science
Library (7 King's College Circle).

(*) S. Asmussen (1987), Applied probability and queues. John Wiley & Sons,
New York.

(*) R. Durrett (1999), Essentials of Stochastic Processes. Springer,
New York.

W. Feller (1968), An introduction to probability theory and its
applications, Vol. I (3rd ed.). Wiley & Sons, New York.

(*) G.R. Grimmett and D.R. Stirzaker, Probability and random processes,
second edition. Oxford University Press, 1992.
[Or third edition, 2001.]

(*) S. Karlin and H.M. Taylor (1981), A second course in stochastic
processes. Academic Press, New York.

D.L. Minh (2001), Applied Probability Models. Duxbury Press, Pacific
Grove, California.

S. Resnick (1992), Adventures in stochastic processes. Birkhauser,
Boston.

J.S. Rosenthal (2000), A first look at rigorous probability theory.
World Scientific Publishing Company, Singapore. (Chapters 7,8,14,15 only.)

S. Ross, Introduction to Probability Models, 7th ed. Academic Press,
San Deigo. (Certain sections only; in general it's too lowlevel for
this course.)