CSE 736 - Markov Chains: Foundations and Applications
Spring 2003
Under constant updating.
History/Overview/Survey Articles
Representative books on Markov Chains, Queueing Theory, and Randomized Algorithms
- Kallenberg, O. Foundations of Modern Probability. New York:
Springer-Verlag, 1997.
- Kemeny, J. G. and Snell, J. L. Finite Markov Chains. New York:
Springer-Verlag, 1976.
- Gamerman, D. Markov Chain Monte Carlo: Stochastic Simulation for Bayesian
Inference. Boca Raton, FL: CRC Press, 1997.
- W. R. Gilks, D. J. Spiegelhalter, Sylvia Richardson, Markov Chain
Monte Carlo in Practice, CRC Press, Feb 1996.
- Donald Gross, Carl M. Harris, Fundamentals of Queueing Theory,
Wiley, John & Sons, Incorporated, Dec 1997.
- Leonard Kleinrock, Queueing Systems Volume 1: Theory, Wiley,
John & Sons, Incorporated, Jan 1975.
- Rajeev Motwani, Prabhakar Raghavan, Randomized Algorithms,
Cambridge University Press, June 1995.
Some free Probability Books