SOME NOTES AND BOOKS  -  FREE ON LINE

SOME PROBABILITY  BOOKS/NOTES


• Introduction to Probability , by Charles Grinstead and J. Laurie Snell.
  This book is a good place to learn the probablity background for Stochastic Processes.
• Lecture notes "Optimization of business processes. by Ger Koole, VU University Amsterdam NL
• Interpretations of Probability Stanford Encyclopedia
• Notes on Stochastic Processes , by Rachel Fewster
• Virtual Laboratories in Probability and Statistics. This includes some measure theory in the presentation. There is a newer version but it requires one to download some extra software.
  
• An Introduction to Stochastic Processes in Continuous Time , by Floske Spieksma
• Markov Chains and Stochastic Stability, by Sean Meyn & Richard Tweedie, Springer, 1996, 536 pages.
  
• Coupling and regeneration for stochastic processes, by P. A. Ferrari, A. Galves
• Stochastic Models I, notes, by Karl Sigman, Columbia University.
• Random Processes for Engineers by Bruce Hajek
• Markov Chains by R. Weber
• Problems in Probability by H. Cramer

• Simulation Programming Class at University of Oxford UK
• Non Uniform Random Variate Generation, by Luc Devroye, 1986. Springer Verlag. Over 600 pp.
• Neal, R. M. (1993) Probabilistic Inference Using Markov Chain Monte Carlo Methods, Technical Report CRG-TR-93-1, Dept. of Computer Science, University of Toronto, 144 pages:
  ftp://ftp.cs.utoronto.ca/pub/radford/review.ps

• Introduction to Queueing Theory (2nd edition). Robert B. Cooper. 1981. 347 pp. This classic book is available on line through Robert Cooper s home page. The link to the book is:
  http://www.cse.fau.edu/~bob/publications/IntroToQueueingTheory_Cooper.pdf
  The solution manual (by Borge Tolt, 182 pages, 1981) is available online at
  http://www.cse.fau.edu/%7Ebob/publications/QueueingTheory_solns.pdf
  Finally, Bob Cooper s home page is
  http://www.cse.fau.edu/~bob/
• Queueing Theory. Ivo Adan and Jacques Resing. 2001. 180 pp.
  http://www.cs.duke.edu/~fishhai/misc/queue.pdf
• Queueing Course, from Finland. Complete lecture notes, by J. Virtamo. 2005. Over 250 pages altogether.
  http://www.netlab.hut.fi/opetus/s383143/kalvot/english.shtml
  There is another course with more applied and advanced topics in Teletraffic Theory. Powerpoint notes (2005) can be found at
  http://www.netlab.tkk.fi/opetus/s38145/k05/lectures.shtml
  Lectures by Samuli Aalto, Aleksi Penttinen.
• Sanjay BOSE. 2000. An Introduction to Queueing Systems. Some sections of the book are presented in completely. The book is summarized in the slides portion of the web site for the text. Further, there is a complete set of solutions for the problems in the text and there is a set of tests to accompany the material. Even more, there are 72 pages of "additional queueing related material" which give analyses of particular queueing models. Definitely check out this site. Better yet, buy the book.
  http://home.iitk.ac.in/~skb/ee679/ee679.html
• A Short Introduction to Queueing Theory, by Andreas WILLIG. 1999. 41 pp.
  http://www.tkn.tu-berlin.de/curricula/ws0203/ue-kn/qt.pdf