QUEUEING THEORY BOOKS ON LINE

1. 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/
2. Queueing Theory. Ivo Adan and Jacques Resing. 2001. 180 pp.
   http://www.cs.duke.edu/~fishhai/misc/queue.pdf
3. Queues: –A Course in Queueing Theor. Moshe Haviv. October 1, 2009. New and complete.
   http://pluto.huji.ac.il/~haviv/book31.pdf
4. 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.
5. Introduction to Queueing Theory and Stochastic Teletraffic Models, by Moshe Zukerman. 2008. 165 pp.
   http://www.ee.cityu.edu.hk/~zukerman/classnotes.pdf
6. Stationary Queueing Models with Aspects of Customer Impatience and Retrial Behaviour. Christian Dombacher. Revised. 2009 (18.01.2009)
   http://www.telecomm.at/documents/Stationary_QM.pdf
   A related German language queueing book, Warteschlangen, is available at
   http://www.telecomm.at/documents/Warteschlangen.pdf
7. Queueing Networks (classnotes) by Muhammad El-Taha (U. of Southern Maine). August 8, 2007
   http://www.usm.maine.edu/~eltaha/root_queue_07.pdf
8. Mor Harchol-Balter. Class notes. 2009. 15-857 Carnegie Mellon University. Good graduate course.
   http://www.cs.cmu.edu/~harchol/Perfclass/NotesFall09/notes.html
9. Sanjay BOSE. 2000. An Introduction to Queueing Systems. Some sections of the book are presented 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
10. OPERATIONS RESEARCH AND MANAGEMENT SCIENCE HANDBOOK. Editor: A. Ravi Ravindran. September 29, 2006
    Chapter 9. by N. Gautam.
    http://ie.tamu.edu/people/faculty/Gautam/papers/queues_NG.pdf
11. A Short Introduction to Queueing Theory, by Andreas WILLIG. 1999. 41 pp.
    http://www.tkn.tu-berlin.de/curricula/ws0203/ue-kn/qt.pdf
12. TELETRAFFIC ENGINEERING HANDBOOK: ITC in cooperation with ITU-D SG2, by Villy Baek Iversen, COM Center, Technical University of Denmark. January, 2005.
    This book is mainly about queueing theory. 336 pp.
    http://www.tele.dtu.dk/teletraffic/handbook/telehook.pdf
13. Queueing Course. Lecture Notes, by Karl Sigman. Columbia University, New York, 2001.
    http://www.columbia.edu/~ks20/6704-04/6704-04.html
14. Introduction to Markov Chains and Queueing Theory, by Fabrice Valois. Lecture Notes. (in French) 2006.
    
    1. Part 1
    2. Part 2
    3. Part 3
    4. Part 4
    5. Part 5
15. Keith Ross. Multiservice Loss Models for Broadband Communication Networks, Springer, 1995.
    http://cis.poly.edu/~ross/LossNetworks/LossNetworks.htm
16. E. Altman, B. Gaujal and A. Hordijk , Discrete-event control of stochastic networks: Multimodularity and Regularity (Copyrights: Springer Verlag) Springer Verlag, Series: Lecture Notes in Mathematics 2003, XIV, 313 p., Softcover ISBN: 3-540-20358-3. It is available on line at
    http://www-sop.inria.fr/maestro/personnel/Eitan.Altman/PAPERS/bookmm.pdf
17. Richard Larson and Amadeo Odoni. 1981. Urban Operations Research. Prentice Hall. Chapter 4 is an introduction to queueing theory and chapter 5 is a discussion of spatial queues. The book can be viewed on line at
    http://web.mit.edu/urban_or_book/www/book/
18. Richard Larsen, Amadeo Odoni, Arnold Barnett. Slides for course 1.203J at MIT
    http://ocw.mit.edu/OcwWeb/Civil-and-Environmental-Engineering/1-203JFall-2004/LectureNotes/
19. Reversibility and Stochastic Networks, by F. P. Kelly. 1979. A classic text. 235 pp.
    http://www.statslab.cam.ac.uk/~frank/BOOKS/kelly_book.html
20. Computer Simulation Techniques: The definitive introduction! by Harry Perros, Computer Science Department, NC State University Raleigh, NC. 2003. 131 pp. This is not a queueing book, but since it is written by a queueing expert, the examples are mainly taken from queueing theory and the material is what a queueing theorist might often be looking for.
    http://www.csc.ncsu.edu/faculty/perros//simulation.pdf
21. Course Notes for "Stochastic Models for Design and Planning" by Ivo Adan. 2003.
    http://www.win.tue.nl/~iadan/sdp/
22. Queueing Theory.
    1. General Queueing Theory (by Andrew Ferrier)
    2. Network Queueing Theory (by Robert Kay)
    3. Applications of Queueing Theory (by Henry Morgan)
    http://www.new-destiny.co.uk/andrew/past_work/queueing_theory/
23. Janos Sztrik. 2001. Finite-Source Queueing Systems and their Applications.
    http://irh.inf.unideb.hu/user/jsztrik/education/Slides/fsqs.pdf
24. Janos Strzik. 2004. Queueing Formulas with Java applets.
    http://irh.inf.unideb.hu/user/jsztrik/education/09/english/index.html
25. Queuing Analysis, by William Stallings. 2000. (A Practical Guide for Computer Scientists)
    http://www.electronicsteacher.com/download/queuing-analysis.pdf
26. The M/G/1 Queue, by Bart Sinclair. There are numerous short expository articles on queueing and Markov processes at the site. In the upper right hand corner, search on "sinclair" to see what is available. This site is part of a collection of on line information called CONNEXIONS.
    http://cnx.rice.edu/content/m10819/latest/
27. Applied Probability in Operations Research: A Retrospective, by Shaler Stidham Jr. (An article on the history of queueing theory).
    http://www.or.unc.edu/~sandy/papers/musing08.pdf
28. Service Engineering (096324) Lecture Notes by Avi Mandelbaum, taught at Technion University, Israel. 2009.
    http://iew3.technion.ac.il/serveng/
29. Traffic Theory and Queueing Systems. Lecture notes, by Henrik Schiøler.
    1. http://www.control.auc.dk/~henrik/undervisning/trafik/oversigt.html
    2. http://www.control.auc.dk/~henrik/undervisning/trafik2/oversigt.html
30. MIT. Open Courseware for Logistical and Transportation Planning Methods, Fall 2004. By Arnold Barnett, Richard Larson, Amedeo Odoni.
    http://ocw.mit.edu/OcwWeb/Civil-and-Environmental-Engineering/1-203JFall-2004/LectureNotes/
31. Single Queueing Systems. 2001. 47 pp. This is an abbreviated version of the Adan and Resing book above.
    http://mathstat.carleton.ca/~zhao/teaching/70.590H/single-q.pdf
32. Internet Supplement (300 pages) to the book Stochastic-Process Limits (An Introduction to Stochastic-Process Limits And their Application to Queues), by Ward Whitt, published by Springer in 2002 (602 pages). Chapters 5 and 8 of the Supplement are on queueing.
    http://www.columbia.edu/~ww2040/supplement.html
33. Stability of Fluid and Stochastic Processing Networks by: J. G. "Jim" Dai, 1999. 76 pp.
    http://www.maphysto.dk/cgi-bin/w3-msql/publications/genericpublication.html?publ=70
34. Slides for course Advanced Modelling: Queueing Models, by R.B. Lenin, Dhirubhai Ambani Institute of Information & Communication Technology, 2007.
    http://220.225.53.37/~lenin/winter07_advmodel.html
35. Slides of lectures in a queueing course by John Lui (Hong Kong). This includes some interesting topics - such as matrix geometric methods.
    http://www.cse.cuhk.edu.hk/~cslui/csc5420_lecture.html
36. Queueing Notes, by Prapun Suksompong
    http://members.tripod.com/~psdin/commnet/queue.pdf
37. Queueing Theory Lectures 1-5. Sandy Rutherford. 2006
    http://osler.irmacs.sfu.ca/topics/2-queueing/index.html
38. Network Calculus: A Theory of Deterministic Queuing Systems for the Internet. by Jean-Yves Le Boudec and Patrick Thiran. Springer Verlag, 2002.
    http://ica1www.epfl.ch/PS_files/NetCal.htm#_What_is_Network
39. Tony Vignaux's Queueing Notes. 2000. Includes M/M/1, priority, and numerical solution of queueing systems.
    http://www.mcs.vuw.ac.nz/~vignaux/subjects.html
40. Janos Sztrik. 2000. These are lecture notes on queueing in Hungarian.
    http://irh.inf.unideb.hu/user/jsztrik/education/eNotes.htm
41. Modeling information systems and telecommunications, by Eitan Altman. (This is mainly on queueing.) Lecture notes in Spanish. 2002. 81 pp. Available at
    http://www-sop.inria.fr/mistral/personnel/Eitan.Altman/course.pdf
42. "NS simulator course for beginners". Lecture Notes by Eitan Altman. 2002. 146 pp. Available at
    http://www-sop.inria.fr/mistral/personnel/Eitan.Altman/ns.htm
43. Networking and Queueing Course at the University of Pennsylvania, by Yannis Korilis, 2003.
    http://www.seas.upenn.edu/~tcom501/
44. Queueing Notes for USC Course EE549. Spring, 2005. Notes by Michael Neely. 31 pp.
    http://www-rcf.usc.edu/~mjneely/ee549notes/
45. OR-Notes by J E Beasley. 2000?
    OR-Notes are a series of introductory notes on topics that fall under the broad heading of the field of operations research (OR).
    OR-Notes are available from http://people.brunel.ac.uk/~mastjjb/jeb/or/contents.html
    Topics include queueing theory.
46. TutORial on Operations Research. Includes some computational tools in the simulation module on queueing section. 2000. By Jaroslav Sklenar.
    www.ifors.org/tutorial/
47. Slides for course Discrete Simulation and Modelling (IT516) by R.B. Lenin, Dhirubhai Ambani Institute of Information & Communication Technology. 2006.
    http://220.225.53.37/~lenin/autumn06_simulation.html
48. An article " Steady State Simulation of Queueing Processes: A Survey of Problems and Solutions" by K. Pawlikowski, University of Canterbury, New Zealand.
    http://www.cosc.canterbury.ac.nz/%7Ekrys/publications/acm.surveys.pdf
49. Queueing Petri Nets: A Formalism for the Combined Qualitative and Quantitative Analysis of Systems. By Falko Bause, Informatik IV, Universitat Dortmund, 44221 Dortmund, Germany
    This is an article/slide presentation.
    http://ls4-www.informatik.uni-dortmund.de/QPN/QPN_article/qpn_final/qpn_final.html
50. "Queueing for Dummies" by David Kalinsky. An introductory article for software engineers.
    http://www.embedded.com/story/OEG20010312S0101
51. Slides and Notes for course ECE/CS 5566, Network Architecture and Protocols II, at Virginia Tech University, by Scott F. Midkiff. Mainly queueing theory. 2003.
    http://fiddle.visc.vt.edu/courses/ece5566/lectures.html
52. Queueing Theory Formulae (in Dutch).
    http://htsa.ie.hva.nl/~reneteun/formules.htm

QUEUEING THESES and DISSERTATIONS

• University of Melbourne PhD theses in Electrical and Electronic Engineering.
  http://www.ee.unimelb.edu.au/research/cubin/alumni_theses.html
  Of particular interest from the U of melbourne liset are:
  : Timothy Neame. 2003.
  Characterisation and Modelling of Internet Traffic Streams
  Jun Guo. 2006.
  Two Problems in Stochastic Service Systems
  Andrew Zalesky. 2006. 
  Teletraffic Performance Models for All-Optical Networks and their Analysis
  Chuan Heng Foh. 2002.
  Performance Analysis and Enhancement of MAC Protocols
  
• Stochastic scheduling and dynamic programming. Ger Koole, 1992 Ph.D. Thesis. (updated 1995).
  http://www.math.vu.nl/~koole/articles/thesis/thesis.pdf
• Performance Evaluation of Contention Resolution Algorithms in Random Access Systems, by B. Van Houdt, May 2001.
  ftp://ftp.win.ua.ac.be/pub/pats/theses/benny.ps.gz
• Aggregate Matrix Analytic Techniques and their Applicability in Computer Systems Performance Analysis:
  A Dissertation Proposal Presented to the Faculty of the Department of Computer Science, The College of William & Mary in Virginia
  by Alma Riska. March, 2001. Includes overview of matrix analytic methods.
  http://www.control.auc.dk/~henrik/undervisning/trafik2/riska/www.cs.wm.edu/~riska/main/main.html
• Analysis of Multi-server Systems via Dimensionality Reduction of Markov Chains
  Takayuki Osogami. June, 2005. School of Computer Science, Carnegie Mellon University, Pittsburgh, PA 15213
  http://www.cs.cmu.edu/~osogami/thesis/html/
• ASYMPTOTIC METHODS FOR QUEUEING SYSTEMS AND NETWORKS WITH APPLICATION TO TELECOMMUNICATIONS. 2004. Thesis submitted for the degree of Doctor of Philosophy by Vyacheslav M. Abramov, University of Tel Aviv.
  http://www.math.tau.ac.il/phd/dissertations/Abramov_Vyacheslav.pdf
• Dieter Fiems, Analysis of discrete-time queueing systems with vacations, PhD thesis, Ghent University. 2004.
  http://telin.rug.ac.be/~df/thesis.pdf
• NETWORK QUEUE MANAGEMENT AND CONGESTION CONTROL IN INTERNET AND WIRELESS NETWORKS.
  by Xidong Deng
  A Thesis in Computer Science and Engineering for the Degree of Doctor of Philosophy
  The Pennsylvania State University. August 2004.
  http://etda.libraries.psu.edu/theses/approved/WorldWideFiles/ETD-557/deng-dissertation.pdf
• A QUEUEING NETWORK MODEL WITH BLOCKING: ANALYSIS OF CONGESTED PATIENTS FLOWS IN MENTAL HEALTH SYSTEMS
  Naoru Koizumi.
  A DISSERTATION in Regional Science. University of Pennsylvania. Doctor of Philosophy. 2002. http://mason.gmu.edu/~nkoizumi/main/Dissertation.pdf
• Queues with Regular Variation. PhD dissertation. 2001, by Qeng Deng. Technische Universiteit Eindhoven, the Netherlands. Supervisor: O.J. Boxma.
  http://alexandria.tue.nl/extra2/200112983.pdf
• Departure processes from MAP/PH/1 queues by David Anthony Green. PhD Thesis. The University of Adelaide. 1999. Includes an introduction to MAP processes in Chapter 2.
  http://thesis.library.adelaide.edu.au/uploads/approved/adt-SUA20020815.092144/public/02whole.pdf
• Large deviations and Internet congestion. Damon Wischik.PhD thesis, September 1999.
  http://www.cs.ucl.ac.uk/staff/D.Wischik/Research/phd.pdf
• TRANSIENT QUEUEING APPROXIMATIONS FOR COMPUTER NETWORKS, by William Baker, Texas A&M, 1986. M.Sc. Thesis.
  www.tug.org/tex-archive/obsolete/macros/latex209/contrib/tamueethesis/thesis.ps
• Effect of the Traffic Bursts in the Network Queue by Alireza Keshavarz Haddad. 2003. Master of Science Thesis. RICE UNIVERSITY
  http://spin.rice.edu/Alireza_Thesis.pdf
• Stability, Capacity, and Scheduling of Multiclass Queueing Networks by John Hasenbein (1998). PhD dissertation, Georgia Tech.
  http://www2.isye.gatech.edu/~dai/thesis/JohnHasenbeinThesis.pdf
• MIT Theses on line. This will access the first 24 pages of SOME (not all) MIT theses (1967-2001) that are available on line. Search on "queue" in the title. I count 25 theses at this time. And I found 5 more by searching on "queuing" (note the spelling).
  http://theses.mit.edu/

PERFORMANCE ANALYSIS BOOKS/NOTES
Books on Performance Analysis are often mainly about queueing theory as applied to computer performance. As such, the following book/notes are highly recommended for learning aobut queueing theory.

• Edward D. Lazowska, John Zahorjan, G. Scott Graham, Kenneth C. Sevcik. (1984). Quantitative System Performance : Computer system analysis using queueing network models. Prentice-Hall, Englewood Cliffs, N.J. (417 pp.) This book is available on line at
  http://www.cs.washington.edu/homes/lazowska/qsp/
• Lecture Notes on Performance Evaluation, by Andreas Willig, Universtat Potsdam. (mainly queueing theory). 2004. 281 pp.
  http://www-ks.hpi.uni-potsdam.de/docs/engl/teaching/pet/ss2004/skript.pdf
• Methods, Practice and Theory for the Performance Evaluation of Computer and Communication Systems, by Jean-Yves Le Boudec, EPFL, July 14, 2006. 341 pp. For queueing, especially look at Chapters 4,5,11.
  http://ica1www.epfl.ch/perfeval/lectureNotes.htm
• Performance Modeling and Analysis of Computer Communication Networks, by Kenneth S. Vastola (Electrical Computer and Systems Engineering Dept., Rensselaer Polytechnic Institute, Troy, NY 12180-3590)
  This includes an introduction to probability and about half of the document is on queueing.
  http://networks.ecse.rpi.edu/~vastola/pslinks/perf/perf.html
• Performance Evaluation Notes, by D. Towsley, 2002. Dept. of Computer Science, U. of Massachusetts. Included is a technical report/tutorial by R. Nelson on matrix geometric methods.
  http://www-net.cs.umass.edu/pe2002/notes.html
• ECE 658: Performance Evaluation and Simulation Electrical and Computer Engineering, University of Cyprus. There are some nice slides here on queueing theory.
  http://www.eng.ucy.ac.cy/christos/courses/ECE658/lectures.htm
• Modeling and Performance Evaluation Course Notes, by Vishal Misra. 2005.
  http://www.cs.columbia.edu/~misra/COMS6180/
• A course on "Performance Analysis of Communication Networks" by Malathi Veeraraghavan.
  http://www.ece.virginia.edu/~mv/edu/715/html-files/lect.htm
• Performance Evaluation Lecture Notes (Methods, Practice and Theory for the Performance Evaluation of Computer and Communication Systems)" by Jean-Yves Le Boudec
  http://ica1www.epfl.ch/perfeval/printMe/perf.pdf

CALL CENTER BOOKS/NOTES
Call centers are modeled using queueing models, and constitute an especially interesting and promising research area.

• Queueing Models for Call Centres. Christian Dombacher. 2010
  http://www.telecomm.at/documents/Queueing_Models_CC.pdf
• Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective by Lawrence Brown, Noah Gans, Avishai Mandelbaum, Anat Sakov, Haipeng Shen, Sergey Zeltyn, Linda Zhao. 55 pp. 2002.
  http://fic.wharton.upenn.edu/fic/papers/03/0312.pdf
• Call Center Mathematics. A scientific method for understanding and improving your contact center by Ger Koole. August, 2005.
  http://www.cs.vu.nl/~koole/ccmath/book.pdf
• Call Center Glossary. Contact Center.
  http://www.europecontactcenter.com/index.php?headline=26&visual=9

SOME PROBABILITY (not queueing) BOOKS/NOTES


• Introduction to Probability, by Charles Grinstead and J. Laurie Snell. This book has only a tiny amount on queues but may be a good place to learn the probablity background for queueing theory.
  http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.pdf
• Lecture Notes on Probability Theory and Random Processes, by Jean Walrand, Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, CA 94720. August 25, 2004
  http://walrandpc.eecs.berkeley.edu/126notes.pdf
• Stochastic Modeling in Operations Research, by Muhammed El-Taha (University of Southern Maine)(classnotes) January 17, 2007
  http://www.usm.maine.edu/~eltaha/mat461v07.pdf
• Markov Chains and Stochastic Stability, by Sean Meyn & Richard Tweedie, Springer, 1996
  Winner of the 1994 ORSA/TIMS Award for the best research publication in Applied Probability. 536 pages.
  http://decision.csl.uiuc.edu/~meyn/pages/book.html
• Stochastic Optimal Control: The Discrete-Time Case, by Dimitri P. Bertsekas and Steven E. Shreve. Academic Press 1978. Republished by Athena Scientific, 1996. Discusses finite and infinite horizon models.
  http://web.mit.edu/dimitrib/www/soc.html
• J. Vrbik, Brock University. Lecture Notes and Old Exams for a variety of courses including Stochastic Processes.
  http://spartan.ac.brocku.ca/~jvrbik/
• Non Uniform Random Variate Generation, by Luc Devroye, 1986. Springer Verlag. Over 600 pp.
  http://cg.scs.carleton.ca/~luc/rnbookindex.html
• Lecture notes "Optimization of business processes." Ger Koole. November 2007. 237 pp.
  http://www.math.vu.nl/~koole/obp/obp.pdf
• Coupling and regeneration for stochastic processes. by P. A. Ferrari, A. Galves
  pdf Corrected version, Oct 2001 153 + 12 pages
  http://www.ime.usp.br/~pablo/book/oct2001/oct2001.pdf
• Stochastic Models II (IEOR 6712) notes, by Karl Sigman. 2005. Columbia University.
  http://www.columbia.edu/~ks20/6712-05/6712-05.html
• Notes for ECE 534.
  An Exploration of Random Processes for Engineers
  Bruce Hajek. July, 2006.
  http://www.ifp.uiuc.edu/~hajek/Papers/randomprocesses.html
• Notes for Elementary Stochastic Proceesses, by William Anderson, McGill University, Montreal. 70 pp.
  http://www.math.mcgill.ca/anderson/447/447_Notes.pdf
• Introduction to stochastic processes, by Mehrdad Shahshahani (Iran)
  http://math.ipm.ac.ir/shahshahani/
• Stat 251/551: Stochastic Processes notes. by Joseph Chang. Yale University. 2001.
  http://pantheon.yale.edu/~jtc5/251/
• Applied Probability and Stochastic Processes. Lecture Notes for 577/578 Class, by Wlodzimierz Bryc. Department of Mathematics, University of Cincinnati
  http://math.uc.edu/~brycw/probab/books/applprob/applprob.htm
• 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.
  http://www.math.uah.edu/statold/
• Lecture Notes for Stochastic Processes Course. By Jan Vrbik. (117 pp.)
  http://spartan.ac.brocku.ca/~jvrbik/MATH4F21/notes.PDF
• Marco Antonio Guimarães Dias' "Stochastic Processes with Focus in Petroleum Applications"
  http://www.puc-rio.br/marco.ind/stochast.html#gbm
• Anton Wakolbinger: Stochastic Processes Notes. University of Frankfurt.
  http://www.math.uni-frankfurt.de/~stoch/wakolbinger/SS2002/StochProc02.shtml
• Stochastic Analysis - Notes. Dr I F Wilde (103 pages) These notes are based on lectures given in the Mathematics Department, King's College London.
  http://www.mth.kcl.ac.uk/~iwilde/notes/sa/stochan.pdf
• STAT 455/855 course notes, Fall 2001. Queen's University. Kingston, Ontario. Glen Takahara.
  http://www.mast.queensu.ca/~stat455/lecturenotes/lecturenotes.shtml
• Georg Lindgren, Lund University. Lectures on Stationary Stochastic Processes; a course for PhD students in mathematical statistics and other fields Lund, May 1999
  http://www.maths.lth.se/matstat/staff/georg/Stat_pro_9899.html
• ENGR 203: Stochastic Processes. Joe Chang. Baskin School of Engineering, University of California, Santa Cruz
  http://www.cse.ucsc.edu/classes/engr203/Spring99/
• John Stensby's Course Notes for "Random Signals and Noise." Essentially a book in advanced probability.
  http://www.eb.uah.edu/ece/courses/ee420-500/
• EE178 course at Stanford University Lecture Notes. Probability and Stochastic Processes.
  http://www.stanford.edu/class/ee178/lectures.html
• Robert Liptser. Department of Electrical Engineering-Systems , Tel Aviv University. Lecture notes on ``Stochastic Processes'' and on ``Stochastic Control''
  http://www.eng.tau.ac.il/~liptser/
• Mathematics for Finance: Mathematical Processes for Finance, 2005. by M Newby and P P Martin
  http://staff.city.ac.uk/~ra359/X3MathFinance/
• Markov Random Fields and their Applications, by Kindermann and Snell. 1980 147 pp. American Mathematical Society Press.
  http://www.ams.org/online_bks/conm1/conm1-whole.pdf
• 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
• T-79.250 Combinatorial Models and Stochastic Algorithms Spring 2003. Helsinki University of Technology. Notes by Pekka Orponen (presented by Vesa Höltta). Stochastic methods such as MCMC sampling, simulated annealing and genetic algorithms are currently at the forefront of approximate techniques for dealing with computationally demanding problems. This course presents these algorithms and their underlying theory, with the goal of learning to apply the methods to novel problems and achieving a broad understanding of their common foundations.
  http://www.tcs.hut.fi/Studies/T-79.250/
• A Collection of Links to Computer Science Resources, including probability and stochastic processes. Nothing on queueing that I could see, but a wonderful collection nevertheless. This site comes from Andreas Rasmusson in the Swedish Insititute of Computer Science.
  http://www.sics.se/~ara/intros.html
• Hou Zhenting, Guo Qingfeng, Homogeneous Denumerable Markov Processes, Springer-Verlag, Germany, Science Press, Beijing, 1988, 282 pages
  http://prob.csu.edu.cn/hou/books/Denu1988.pdf
• Reversible Markov Chains and Random Walks on Graphs by Aldous and Fill, 2002.
  http://www.stat.berkeley.edu/~aldous/RWG/book.html
• Markov Chains and Monte-Carlo Simulation. Lecture Notes. Volker Schmidt. 2006. University Ulm, Department of Stochastics.
  http://www.mathematik.uni-ulm.de/stochastik/lehre/ss06/markov/skript_engl/

STOCHASTIC CALCULUS


• Alan Bain's "Stochastic Calculus." 95 pp.
  http://www.chiark.greenend.org.uk/~alanb/stoc-calc.pdf
• Steve Shreve's book "Lectures on Stochastic Calculus and Finance." 348 pp. 1997. Prepared by Prasad Chalasani and Somesh Jha
  http://www.cs.cmu.edu/~chal/Shreve/shreve.pdf
• Thomas Kurtz' U of Wisconsin Math 735 Stochastic Differential Equations notes.
  http://www.math.wisc.edu/~kurtz/m735.htm
• Klaus Bichteler's University of Texas STOCHASTIC INTEGRATION AND STOCHASTIC DIFFERENTIAL EQUATIONS book.
  http://www.ma.utexas.edu/users/kbi/SDE/C_1.html
• S.R.Srinivasa Varadhan. Stochastic Processes (Fall 00) Notes. Courant Institute of Mathematical Sciences New York University
  http://www.math.nyu.edu/faculty/varadhan/processes.html
• Stochastic and Partial Differential Equations with Adapted Numerics, by Jonathan Goodman, Kyoung-Sook Moon, Anders Szepessy, Raul Tempone, Georgios Zouraris. July 31, 2002
  http://www.math.kth.se/~szepessy/sdepde.pdf
• LECTURE NOTES for MA638/639 STOCHASTIC ANALYSIS AND STOCHASTIC DIFFERENTIAL EQUATIONS. FALL 2001 | SPRING 2002 by Jin Ma. Department of Mathematics, Purdue University
  http://www.math.purdue.edu/~majin/tablelec.pdf
• Stochastic Differential Equations: A SAD Primer, by Adam Monahan July 8, 1998. 9 pp.
  http://www.geog.ubc.ca/crpoints/drafts/stoch_diff_eqn.pdf
• Stochastic Differential Equations for the Social Sciences, by Loren Cobb, 1998. 26 pp.
  http://www.aetheling.com/docs/SDE.pdf
• Stochastic integration, by P.J.C. Spreij. 2005. 77 pp.
  http://remote.science.uva.nl/~spreij/onderwijs/master/sisyllabus.pdf
• AN INTRODUCTION TO STOCHASTIC DIFFERENTIAL EQUATIONS, VERSION 1.2, by Lawrence C. Evans Department of Mathematics UC Berkeley.
  http://math.berkeley.edu/~evans/SDE.course.pdf
• Theory, Stochastic Stability and Applications of Stochastic erential Equations: a Survey of Recent Results,
  A.F. Ivanov, Y.I. Kazmerchuk and A.V. Swishchuk
  http://www.math.yorku.ca/~aswishch/sddesurvey.pdf
• Jonathon Goodman (New York University). Stochastic Calculus Lecture Notes.
  http://math.nyu.edu/faculty/goodman/teaching/StochCalc2004/index.html
• A.W. van der Vaart (Vrije U). Martingales, Diffusions, and Financial Mathematics
  http://www.math.vu.nl/sto/onderwijs/fw/stochint.pdf

MEASURE THEORETIC PROBABILITY


• Noel Vaillant's Probability Tutorials. More measure theory than probability, but all with probability in mind. Very interesting site.
  http://www.probability.net/
• Efe A. Ok (New York University). PROBABILITY THEORY with ECONOMIC APPLICATIONS.
  http://homepages.nyu.edu/~eo1/books.html
• Greg Lawler's (U of North Carlolina) Probability Notes.
  http://www.math.duke.edu/~jose/M241f99/probnotes.pdf
• I F Wilde's notes on Measure, integration & probability. King's College, London.
  http://www.mth.kcl.ac.uk/~iwilde/notes/mip/
• Richard Bass (U of Connecticut) Probability Notes. 2001
  http://www.math.uconn.edu/~bass/prob.pdf
  For other lecture notes on measure theory, stochastic calculus, financial mathematics, undergraduate probability, by Richard Bass, go to
  http://www.math.uconn.edu/~bass/lecture.html
• Stochastic Processes (MATH136, 2006, Stanford), by Amir Dembo.
  http://www-stat.stanford.edu/~amir/math-136/
• PROBABILITY AND MEASURE (March 30, 2003). Herman J. Bierens Professor of Economics Pennsylvania State University
  http://econ.la.psu.edu/~hbierens/PROBABIL.PDF
• Probability. Oliver Knill. Caltech, 2006.
  http://www.math.harvard.edu/~knill/teaching/math144_1994/probability.pdf
• Lecture Notes in Probability, by Peter Morters. 1999-2000. Universitat Kaiserslautern.
  http://www.mathematik.uni-kl.de/~peter/prob.ps
• Lecture Notes in Stochastic Processes, by Peter Morters. 2000. Universitat Kaiserslautern. Martingales. Stochastic Integrals. Stochastic Calculus. Brownian Motion.
  http://www.mathematik.uni-kl.de/~peter/stoa.ps

• Compendium of Distributions, by Michael P. McLaughlin, http://www.geocities.com/~mikemclaughlin/math_stat/Dists/Compendium.pdf
• Continuous Distributions.
  http://www.xycoon.com/contdistroverview.htm
• Engineering Statistics Handbook
  NIST/SEMATECH e-Handbook of Statistical Methods
  Contains distributions in Chapter 1 (Explore)
  http://www.itl.nist.gov/div898/handbook/index.htm

• Wikipedia article on Brownina Motion.
  http://en.wikipedia.org/wiki/Brownian_motion
• A physical demonstration of Brownian Motion
  http://www.ap.stmarys.ca/demos/content/thermodynamics/brownian_motion/brownian_motion.html
• A Java applet simulating Brownian Motion.
  http://xanadu.math.utah.edu/java/brownianmotion/1/
• Steve Lalley's Lecture Notes on mathematical finance
  http://www.stat.uchicago.edu/~lalley/Courses/390/
• Lecture notes of Lawrence Evans on Stochastic Differential Equations
  http://math.berkeley.edu/~evans/SDE.course.pdf
• Amir Dembo's Lecture Notes on Stochastic Processes include a chapter on Brownian Motion
  http://www-stat.stanford.edu/~adembo/math-136/nnotes.pdf
• Feng Yu's Lecture notes on Brownian Motion
  http://www.maths.bris.ac.uk/~maxfy/sp.html
• Financial Engineering Course Notes of E. Tick
  http://lsc.fie.umich.mx/~juan/Materias/Posgrado/Finance/fin/fin.html