Reading List
MATH 6790-1, Spring 2010


Reading List has been updated to include material assigned on

May 11, 2010

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

Optional Readings

Countable State, Discrete-Time Markov Chains

Assigned Readings

Countable State, Continuous-Time Markov Chains

Assigned Readings

 

Optional Readings

Renewal Processes

Assigned Readings

Optional Readings

Martingales

Assigned Readings