S. Asmussen, Applied Probability and Queues, Wiley, New York, 1987.

K. L. Chung, A Course in Probability Theory, 2nd edition, Academic Press, New York, 2000.

A. B. Clarke and R. L. Disney, Probability and Random Processes for Engineers and Scientists, Wiley, New York, 1970 (introductory).

W. Feller, An Introduction to Probability Theory and Its Applications, 2 vols., Wiley, New York, 1968 (introductory and advanced).

B. V. Gnedenko and I. A. Ushakov, Theory of Probability, 6th ed., G & B Science Publishers, 1997.

R. Nelson, Probability, Stochastic Processes, and Queuing Theory: The Mathematics of Computer Performance Modelling, Springer-Verlag, New York, 1995.

E. Parzen, Modern Probability Theory, Wiley, New York, 1960.

S. M. Ross, Applied Probability Models with Optimization Applications, Holden-Day, San Francisco, 1970.

S. M. Ross, Introduction to Probability Models, Academic Press, New York, 1993.

A. N. Shiryaen, R. P. Boas, and A. N. Shiriaev, Probability, 2nd ed., Springer-Verlag, 1996.

A.1.2 Stochastic Processes

U. N. Bhat, Elements of Applied Stochastic Processes, 2nd ed., Wiley, New York, 1984 (intermediate).

E. Cinlar, Introduction to Stochastic Processes, Prentice-Hall, Englewood Cliffs, NJ, 1975 (advanced).

D. R. Cox, Renewal Theory, Methuen, London, 1962 (advanced).

D. R. Cox and H. D. Miller, The Theory of Stochastic Processes, Chapman & Hall, London, 1965.

S. Karlin and H. M. Taylor, A First Course ...

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