Math 285 (Stochastic Processes)
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Books Related to Math 285 (Stochastic Processes) Spring 2015

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bulletGeneral
bullet Karlin, S. and Taylor, H.M.: A First Course in Stochastic Processes [QA274 .K37 1975]
bullet Rick Durrett: Essentials of Stochastic Processes. UCSD students may see this book at http://link.springer.com/book/10.1007/978-1-4614-3615-7
bulletMarkov Chains
bullet Norris, J.R.: Markov Chains [QA274.7 .N67 1997]
bullet Häggström, O.: Finite Markov chains and algorithmic applications [QA274.7 .H34 2002]
bulletMartingales
bullet D. Williams: Probability with Martingales [QA274.5 .W55 1991]