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 low-level for this course.)