Reading List
MATH 6790-1, Spring 2006


Reading List has been updated to include material assigned on

April 24, 2006

All readings will be listed here, organized by topic. Dates indicate the class by which you should have read the indicated material.   Some readings may be announced here before they are announced in class, in case you want to read ahead.   Sometimes, particularly if I am traveling, you may find some references posted at the library class reserves before they are linked here.
If a reading does not have a date, you don't have to worry about it yet.


Fundamentals of Probability Theory and Stochastic Processes

Assigned Readings

Finite-State, Discrete-Time Markov Chains

Assigned Readings

  • Lawler, Introduction to Stochastic Processes, Ch. 1 (PDF) (03/02/06)
  • Optional Readings

    Countable State, Discrete-Time Markov Chains

    Assigned Readings

  • Lawler, Introduction to Stochastic Processes, Ch. 2  (PDF) (04/06/06)
  • Karlin & Taylor, A First Course in Stochastic Processes, Ch. 2 and 3  (PDF) (04/06/06)
  • Countable State, Continuous-Time Markov Chains

    Assigned Readings

  • Lawler, Introduction to Stochastic Processes, Ch. 3 (PDF) (04/10/06)
  • Karlin & Taylor, A First Course in Stochastic Processes, Ch. 4 (PDF) (04/10/06)
  • Andersson and Britton, Stochastic Epidemic Models and Their Statistical Analysis, Ch. 2 (PDF) (05/01/06)
  •  

    Optional Readings

    Renewal Processes

    Assigned Readings

    Optional Readings

    Martingales

    Assigned Readings

  • Karlin & Taylor, A First Course in Stochastic Processes, Sec. 6.1-6.4 (PDF) (04/27/06)
  • Lawler,  Introduction to Stochastic Processes, Secs. 5.1-5.3 (PDF) (04/27/06)