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,
(*) R. Durrett (1999), Essentials of Stochastic Processes. Springer,
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
S. Resnick (1992), Adventures in stochastic processes. Birkhauser,
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 low-level for