QUEUEING THEORY BOOKS ON LINE

QUEUEING THEORY BOOKS ON LINE

TABLE OF CONTENTS

1. Robert B. Cooper. Introduction to Queueing Theory (2nd edition). 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. János Sztrik. Modeling and Analysis of Information Technology Systems. 2016. GlobeEdit, OmniScriptum GmbH & Co, KG, Saarbrucken, Germany (2016), ISBN 978-3-639-73440-9 pdf 4 300 Kb , GlobeEdit
   https://www.morebooks.de/us/search?utf8=%E2%9C%93&q=sztrik
   http://irh.inf.unideb.hu/~jsztrik/publications/books/GlobeEdit_Modeling_Sztrik_2016.pdf
3. János Sztrik. Basic Queueing Theory. 2016. (Nice online book) GlobeEdit, OmniScriptum GmbH & Co, KG, Saarbrucken, Germany (2016), ISBN 978-3-639-73471-3.
   https://www.morebooks.de/us/search?utf8=%E2%9C%93&q=sztrikhttps://www.morebooks.de/us/search?utf8=%E2%9C%93&q=sztrik
   https://irh.inf.unideb.hu/~jsztrik/education/16/SOR_Main_Angol.pdf
4. Ivo Adan and Jacques Resing. Queueing Theory. 2015. 180 pp.
   http://www.win.tue.nl/~iadan/queueing.pdf
5. R. Boucherie. Class notes. Advanced Queueing Theory. 2006.
   http://wwwhome.math.utwente.nl/~boucherierj/onderwijs/Advanced%20Queueing%20Theory/AQT.html
6. Moshe Haviv. Queues - –A Course in Queueing Theoy.Solution Manual 2015.
   http://pluto.huji.ac.il/~haviv/solmanu1.pdf
   Book is published by Springer. Look online.
7. Moshe Zukerman. Introduction to Queueing Theory and Stochastic Teletraffic Models, 2016. 216 pp.
   http://www.ee.cityu.edu.hk/~zukerman/classnotes.pdf
8. J. Virtamo. Queueing Course, from Finland. Complete lecture notes, 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.
9. Harry Perros. Queueing primer. 2006. Slides.
   http://www.slideshare.net/amarhgd/ssme-queueing-theory
10. Bertsekas, Dimitri and Gallagher, Robert. Data Networks. 2nd ed. 1992 Prentice Hall. Chapter 3 is all queueing theory. Other chapters use queueing techniques.
    http://web.mit.edu/dimitrib/www/datanets.html
11. Christian Dombacher. Stationary Queueing Models with Aspects of Customer Impatience and Retrial Behaviour. Revised. 2009 (18.01.2009) 131 pp.
    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
12. Muhammad El-Taha. Queueing Networks (classnotes) (U. of Southern Maine). August 8, 2007. 146 pp.
    http://www.usm.maine.edu/~eltaha/root_queue_07.pdf
13. 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
14. A. Ravi Ravindran. Editor. OPERATIONS RESEARCH AND MANAGEMENT SCIENCE HANDBOOK. 2006
    N. Gautam. Chapter 9.
    http://ise.tamu.edu/people/faculty/Gautam/papers/queues_NG.pdf
15. A Short Introduction to Queueing Theory, by Andreas WILLIG. 1999. 41 pp.
    http://www.cs.ucf.edu/~lboloni/Teaching/EEL6785_Fall2010/slides/QueueingTheory.pdf
16. Villy Baek Iversen, TELETRAFFIC ENGINEERING HANDBOOK: ITC in cooperation with ITU-D SG2, by COM Center, Technical University of Denmark. January, 2005.
    This book is mainly about queueing theory. 336 pp.
    http://www.itu.int/ITU-D/study_groups/SGP_1998-2002/SG2/StudyQuestions/Question_16/RapporteursGroupDocs/teletraffic.pdf
17. Control Techniques for Complex Networks. Sean Meyn.
    http://www.meyn.ece.ufl.edu/archive/CTCNonline.pdf
18. Fabrice Valois. Introduction to Markov Chains and Queueing Theory, Lecture Notes. (in French) 2006.
    
    1. Part 1
    2. Part 2
    3. Part 3
    4. Part 4
    5. Part 5
19. Keith Ross. Multiservice Loss Models for Broadband Communication Networks, Springer, 1995.
    http://cis.poly.edu/~ross/LossNetworks/LossNetworks.htm
20. 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/members/Eitan.Altman/PAPERS/bookmm.pdf
21. 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/
22. Frank P. Kelly. Reversibility and Stochastic Networks, by 1979. A classic text. 235 pp.
    http://www.statslab.cam.ac.uk/~frank/BOOKS/kelly_book.html
23. Harry Perros, Computer Simulation Techniques: The definitive introduction! Computer Science Department, NC State University Raleigh, NC. 2009. 175 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
24. Ivo Adan. Course Notes for "Stochastic Models for Design and Planning" 2003.
    http://www.win.tue.nl/~iadan/sdp/
25. A. Ferrier, R. Kay, H. Morgan. 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.andrewferrier.com/oldpages/queueing_theory/
26. Janos Sztrik. 2001. Finite-Source Queueing Systems and their Applications.
    http://irh.inf.unideb.hu/user/jsztrik/education/Slides/fsqs.pdf
27. Janos Sztrik. 2004. Queueing Formulas with Java applets.
    http://irh.inf.unideb.hu/user/jsztrik/education/09/english/index.html
28. William Stallings. 2000. Queuing Analysis, by (A Practical Guide for Computer Scientists)
    http://www.electronicsteacher.com/download/queuing-analysis.pdf
29. Anthony Busson. 2012. Markov chains, Markov Processes, Queuing Theory and Application to Communication Networks. Course Notes. http://www.anthonybusson.fr/SAR/polyCor.pdf
30. H. Zhang. CSC7290: Advanced Computer Networking (Winter 2009) Course notes.
    http://www.cs.wayne.edu/~hzhang/courses/7290/7290.html
31. Bart Sinclair. The M/G/1 Queue, 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/
32. Shaler Stidham Jr. Applied Probability in Operations Research: A Retrospective, by (An article on the history of queueing theory).
    http://www.or.unc.edu/~sandy/papers/musing08.pdf
33. Avi Mandelbaum, Service Engineering (096324) Lecture Notes by taught at Technion University, Israel. 2011.
    http://iew3.technion.ac.il/serveng/
34. Henrik Schioler. Traffic Theory and Queueing Systems. Lecture notes,
    1. http://www.control.auc.dk/~henrik/undervisning/trafik/oversigt.html
    2. http://www.control.auc.dk/~henrik/undervisning/trafik2/oversigt.html
35. Arnold Barnett, Richard Larson, Amedeo Odoni. MIT Open Courseware for Logistical and Transportation Planning Methods, Fall 2004.
    http://ocw.mit.edu/courses/civil-and-environmental-engineering/1-203j-logistical-and-transportation-planning-methods-fall-2004/
36. Ward Whitt. 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
37. J. G. "Jim" Dai, Stability of Fluid and Stochastic Processing Networks 1999. 76 pp.
    http://www.maphysto.dk/cgi-bin/w3-msql/publications/genericpublication.html?publ=70
38. B.W. Stuck and E. Arthurs. 1985. Computer and Communications Network Performance Analysis Primer. Prentice-Hall.
    http://www.signallake.com/publications/#primer
39. by Mikl´os Telek. Advanced Performance Modeling and Analysis, 2013. Non Markovian queues. matrix Analytic methods, fluid queues.
    http://webspn.hit.bme.hu/~telek/notes/pres.pdf
40. R.B. Lenin, Slides for course Advanced Modelling: Queueing Models, Dhirubhai Ambani Institute of Information & Communication Technology, 2007.
    http://220.225.53.37/~lenin/winter07_advmodel.html
41. John Lui. Slides of lectures in a queueing course (Hong Kong). This includes some interesting topics - such as matrix geometric methods.
    http://www.cse.cuhk.edu.hk/~cslui/csc5420_lecture.html
42. Prapun Suksompong. Queueing Notes,
    http://members.tripod.com/~psdin/commnet/queue.pdf
43. Dimitri Bertsikas. 2002. Traffic behavior and queueing in a QOS enviroment. Slides.
    http://web.mit.edu/dimitrib/www/OPNET_Full_Presentation.ppt#323,1,Slide 1
44. Jean-Yves Le Boudec and Patrick Thiran. Network Calculus: A Theory of Deterministic Queuing Systems for the Internet. Springer Verlag, 2002.
    http://ica1www.epfl.ch/PS_files/NetCal.htm#_What_is_Network
45. Tony Vignaux. Queueing Notes. 2000. Includes M/M/1, priority, and numerical solution of queueing systems.
    http://www.mcs.vuw.ac.nz/~vignaux/subjects.html
46. Janos Sztrik. 2000. These are lecture notes on queueing in Hungarian.
    http://irh.inf.unideb.hu/user/jsztrik/education/eNotes.htm
47. Eitan Altman. Modeling information systems and telecommunications, (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
48. Eitan Altman. 2002. "NS simulator course for beginners". Lecture Notes 146 pp. Available at
    http://www-sop.inria.fr/mistral/personnel/Eitan.Altman/ns.htm
49. Yannis Korilis, 2003. Networking and Queueing Course at the University of Pennsylvania, by
    http://www.seas.upenn.edu/~tcom501/
50. Michael Neely. Queueing Notes for USC Course EE549. Spring, 2005. Notes. 31 pp.
    http://www-rcf.usc.edu/~mjneely/ee549notes/
51. J E Beasley. 2000 OR-Notes.
    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.
52. Jaroslav Sklenar. TutORial on Operations Research. Includes some computational tools in the simulation module on queueing section. 2000.
    www.ifors.org/tutorial/
53. 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
54. 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
55. "Queueing for Dummies" by David Kalinsky. An introductory article for software engineers.
    http://www.embedded.com/story/OEG20010312S0101

• Video course on Queueing. Bob Cooper. .
  Taught by an expert in the field.
  https://www.youtube.com/channel/UCJbnVTvSB6gEt4kgOLOMQMA/playlists
• engineerguyvideo. Bill Hammack.
  http://www.youtube.com/watch?v=F5Ri_HhziI0
  Bill's other nonqueueing videos are also worth watching. Brilliant!
• Short Queueing Intro video.
  http://www.youtube.com/watch?v=YlUJ4qPjt1o&feature=related
• G. Srinivasan. Video Lecture.
  http://freevideolectures.com/Course/2678/Advanced-Operations-Research/30
  http://www.youtube.com/watch?v=2aPlzhsEsIw&feature=related
  http://www.youtube.com/watch?v=PavZX3hAL6I&feature=relmfu
• POMSCM.
  http://www.youtube.com/watch?v=61Dxw45R9u0&feature=relmfu
  http://www.youtube.com/watch?v=87YuSoLhnVE&feature=relmfu

• J. Chen, PhD, City University of Hong Kong; thesis entitled: "Performance Evaluation of Long Range Dependent Queues" (Completed 2015).Available on:\\
  http://www.ee.cityu.edu.hk/~zukerman/thesis-CHENJiongze.pdf
• Theses directed by Moshe Zuckerman. Many on queueing.
  http://www.ee.cityu.edu.hk/~zukerman/stucontent.htm#pastst
• 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
  Lauren Trumble. 2006.
  Relating Random Matrix Theory to Queueing Theory
  
• Vyacheslav M. Abramov, 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
• William Baker, TRANSIENT QUEUEING APPROXIMATIONS FOR COMPUTER NETWORKS, by Texas A&M, 1986. M.Sc. Thesis.
  www.tug.org/tex-archive/obsolete/macros/latex209/contrib/tamueethesis/thesis.ps
• Roland de Haan (2009) Queueing models for mobile ad hoc networks. Ph.D. thesis.
  
• 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
• Xidong Deng
  NETWORK QUEUE MANAGEMENT AND CONGESTION CONTROL IN INTERNET AND WIRELESS NETWORKS.
  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.B. (Ton) Dieker. Extremes and fluid queues. Extremes and fluid queues. Thesis for University of Amsterdam. 2006. Supervisor: Michael Mandjes.
  http://dare.uva.nl/document/19721
• Dieter Fiems, Analysis of discrete-time queueing systems with vacations, PhD thesis, Ghent University. 2004.
  http://telin.rug.ac.be/~df/thesis.pdf
• David Anthony Green. Departure processes from MAP/PH/1 queues
  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
• Alireza Keshavarz Haddad. 2003. Effect of the Traffic Bursts in the Network Queue Master of Science Thesis. RICE UNIVERSITY
  http://spin.rice.edu/Alireza_Thesis.pdf
• John Hasenbein (1998). Stability, Capacity, and Scheduling of Multiclass Queueing Networks by PhD dissertation, Georgia Tech.
  http://www2.isye.gatech.edu/~dai/thesis/JohnHasenbeinThesis.pdf
• Naoru Koizumi.
  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
• Ger Koole. Stochastic scheduling and dynamic programming. Ger Koole, 1992 Ph.D. Thesis. (updated 1995).
  http://www.math.vu.nl/~koole/articles/thesis/thesis.pdf
• Denis Miretskiy (2009) Queueing networks : rare events and fast simulations. PhD Thesis. University of Twente.
  http://doc.utwente.nl/68376/
• Takayuki Osogami. Analysis of Multi-server Systems via Dimensionality Reduction of Markov Chains
  June, 2005. School of Computer Science, Carnegie Mellon University, Pittsburgh, PA 15213
  http://www.cs.cmu.edu/~osogami/thesis/html/
• Alma RISKA. 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
• Lotte van den Berg. Stochastic comparison of Markov queueing networks using coupling, Master’s thess, Utrecht University (2010)
  http://www.cs.vu.nl/~sbhulai/theses/thesis-vandenberg.pdf
• B. Van Houdt. 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
• Damon Wischik. Large deviations and Internet congestion. PhD thesis, September 1999.
  http://www.cs.ucl.ac.uk/staff/D.Wischik/Research/phd.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/

• 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
• Matrix Geometric Solutions in Markov Models: A Mathematical Tutorial, Randolph Nelson, IBM Technical Report, 1991.
  http://web2.uwindsor.ca/math/hlynka/nelson.pdf
• 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

• Queueing Models for Call Centres. Christian Dombacher. 2010. 304 pp.
  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. 68 pp.
  http://www.cs.vu.nl/~koole/ccmath/book.pdf
• Call Center Glossary. Contact Center.
  http://www.europecontactcenter.com/index.php?headline=26&visual=9

• Robert Gallagher. MIT video course on Discrete Stochastic Processes.
  http://ocw.mit.edu/courses/audio-video-courses/
  Search under "Discrete Stochastic Processes"
• Modeling and Analysis of Information Technology Systems. by Dr. János Sztrik. University of Debrecen, Faculty of Informatics
  http://irh.inf.unideb.hu/user/jsztrik/education/16/IRMA_Main_Angol.pdf
• Charles Grinstead and J. Laurie Snell. Introduction to Probability. 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
• Jean Walrand, Lecture Notes on Probability Theory and Random Processes, Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, CA 94720. August 25, 2004
  http://walrandpc.eecs.berkeley.edu/126notes.pdf
• Muhammed El-Taha. Stochastic Modeling in Operations Research, (University of Southern Maine)(classnotes) January 17, 2007
  http://www.usm.maine.edu/~eltaha/mat461v07.pdf
• Sean Meyn & Richard Tweedie, Markov Chains and Stochastic Stability, Springer, 1996
  Winner of the 1994 ORSA/TIMS Award for the best research publication in Applied Probability. 536 pages.
  https://netfiles.uiuc.edu/meyn/www/spm_files/book.html
• Matthias Winkel's "Applied Probability" Notes. 98 pp. 2007.
  http://www.stats.ox.ac.uk/~winkel/bs3a07.pdf
• Jim Pitman. Statistics 150: Stochastic Processes-- Spring 2010.
  http://stat-www.berkeley.edu/users/pitman/s150s10/
• Ger Koole. Lecture notes "Optimization of business processes." November 2007. 237 pp.
  http://www.math.vu.nl/~koole/obp/obp.pdf
• Dimitri P. Bertsekas and Steven E. Shreve. Stochastic Optimal Control: The Discrete-Time Case, Academic Press 1978. Republished by Athena Scientific, 1996. Discusses finite and infinite horizon models.
  http://web.mit.edu/dimitrib/www/soc.html
• P. A. Ferrari, A. Galves. Coupling and regeneration for stochastic processes. pdf Corrected version, Oct 2001 153 + 12 pages
  http://www.ime.usp.br/~pablo/book/oct2001/oct2001.pdf
• Harry van Zanten. An Introduction to Stochastic Processes in Continuous Time. 2004
  http://www.few.vu.nl/~rmeester/onderwijs/stochastic_processes/sp_new.pdf
• Karl Sigman. Stochastic Modeling Course. Lecture Notes, by Columbia University, New York, 2001.
  http://www.columbia.edu/~ks20/stochastic-I/stochastic-I.html
• Karl Sigman. Stochastic Models II (IEOR 6712) notes, by 2005. Columbia University.
  http://www.columbia.edu/~ks20/6712-05/6712-05.html
• Bruce Hajek. Notes for ECE 534.
  An Exploration of Random Processes for Engineers
  July, 2006.
  http://www.ifp.uiuc.edu/~hajek/Papers/randomprocesses.html
• William Anderson, Notes for Elementary Stochastic Proceesses, McGill University, Montreal. 70 pp.
  http://www.math.mcgill.ca/anderson/447/447_Notes.pdf
• Mehrdad Shahshahani. (Iran) Introduction to stochastic processes,
  http://math.ipm.ac.ir/shahshahani/
• Joseph Chang. Stat 251/551: Stochastic Processes notes. Yale University. 2001.
  http://pantheon.yale.edu/~jtc5/251/
• Wlodzimierz Bryc. Applied Probability and Stochastic Processes. Lecture Notes for 577/578 Class, Department of Mathematics, University of Cincinnati
  http://math.uc.edu/~brycw/probab/books/applprob/applprob.htm
• Magdalena Hyksova. Stochastic Models. Click on "Study Materials"
  http://euler.fd.cvut.cz/predmety/stoch_models/
• Jan Vrbik. Lecture Notes for Stochastic Processes Course. (117 pp.)
  http://spartan.ac.brocku.ca/~jvrbik/MATH4F21/notes.PDF
• Marco Antonio Guimaraes 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
• I.F. WILDE. Stochastic Analysis - Notes. (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
• Glen TAKAHARA. 2010. STAT 455/855 course notes. Queen's University. Kingston, Ontario.
  http://www.mast.queensu.ca/~stat455/lecturenotes/lecturenotes.shtml
• Georg LINDGREN. 1999. 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
• Joe Chang. ENGR 203: Stochastic Processes. Baskin School of Engineering, University of California, Santa Cruz
  http://www.cse.ucsc.edu/classes/engr203/Spring99/
• E. Seneta and M.S. Peiris. 2011. STAT 3011 Stochastic Processes and Time Series. University of Sydney.
  http://www.maths.usyd.edu.au/u/UG/SM/STAT3011/
• John Stensby. 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/
• Neil Laws. Applied Probability. 2010.
  http://www.stats.ox.ac.uk/~laws/AppliedProb.html
• Kindermann and Snell. Markov Random Fields and their Applications, 1980 147 pp. American Mathematical Society Press.
  http://www.ams.org/online_bks/conm1/conm1-whole.pdf
• Yuri Suhov. Part II APPLIED PROBABILITY. Cambridge. 2011
  http://www.statslab.cam.ac.uk/~yms/
• Pekka Orponen. T-79.250 Combinatorial Models and Stochastic Algorithms Spring 2003. Helsinki University of Technology. (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/
• Andreas Rasmusson. 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
• Aldous and Fill. Reversible Markov Chains and Random Walks on Graphs , 2002.
  http://www.stat.berkeley.edu/~aldous/RWG/book.html
• Volker Schmidt. Markov Chains and Monte-Carlo Simulation. Lecture Notes. 2006. University Ulm, Department of Stochastics.
  http://www.mathematik.uni-ulm.de/stochastik/lehre/ss06/markov/skript_engl/
• Ramon van Handel. Hidden Markov Models Lecture Notes. 2008
  http://www.princeton.edu/~rvan/orf557/hmm080728.pdf
• Luc Devroye, Non Uniform Random Variate Generation, 1986. Springer Verlag. Over 600 pp.
  http://cg.scs.carleton.ca/~luc/rnbookindex.html
• M. Scott. 2011. Applied Stochastic Processes in science and engineering. 280 pp. Brownian Motion. Random Processes. Markov Processes. Master Equation. Perturbation. Fokker-Planck. Stochastic Calculus. Random Differential Equations.
  http://www.math.uwaterloo.ca/~mscott/Notes.pdf

• Alan Bain's "Stochastic Calculus." 95 pp.
  http://www.chiark.greenend.org.uk/~alanb/stoc-calc.pdf
• David Nualart's "Stochastic Calculus" 89 pp.
  http://www.math.ku.edu/~nualart/StochasticCalculus.pdf
• Thomas Kurtz' U of Wisconsin Math 735 Stochastic Differential Equations notes. Lectures on Stochastic Analysis.
  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
• Martin Haugh. Introduction to Stochastic Calculus 2010
  http://www.columbia.edu/~mh2078/stochastic_calculus.pdf
• Ramon van Handel. Stochastic Calculus, Filtering, and Stochastic Control. Lecture Notes. 2007
  http://www.princeton.edu/~rvan/acm217/ACM217.pdf
• Stochastic and Partial Differential Equations with Adapted Numerics, by Jonathan Goodman, Kyoung-Sook Moon, Anders Szepessy, Raul Tempone, Georgios Zouraris. 202 pp. February, 2010
  http://www.math.kth.se/~szepessy/sdepde.pdf
• Stochastic Differential Equations: A SAD Primer, by Adam Monahan July 8, 1998. 9 pp.
  http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.134.3249&rep=rep1&type=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. 2011. 97 pp.
  http://staff.science.uva.nl/~spreij/onderwijs/master/si.pdf
• AN INTRODUCTION TO STOCHASTIC DIFFERENTIAL EQUATIONS, VERSION 1.2, by Lawrence C. Evans Department of Mathematics UC Berkeley. 130 pp.
  http://math.berkeley.edu/~evans/SDE.course.pdf
• Jonathon Goodman (New York University). Stochastic Calculus Lecture Notes. 2004.
  http://math.nyu.edu/faculty/goodman/teaching/StochCalc2004/index.html

• 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
• Rodrigo BANUELO. 2003. Lecture Notes: Measure Theory and Probability. 198 pp.
  http://www.math.purdue.edu/~banuelos/probability.pdf
• PROBABILITY AND MEASURE (March 30, 2003). Herman J. Bierens Professor of Economics Pennsylvania State University
  http://econ.la.psu.edu/~hbierens/PROBABIL.PDF
• Stochastic Processes (MATH136, 2006, Stanford), by Amir Dembo.
  http://www-stat.stanford.edu/~amir/math-136/
• Bruce K. Driver. Math 280 (Probability Theory) Lecture Notes. 2007. 233 pp.
  http://www.math.ucsd.edu/~bdriver/280_06-07/Lecture_Notes/N16_2p.pdf
• Robert M. Gray. Probability, Random Processes, and Ergodic Properties. 2010.
  http://www-ee.stanford.edu/~gray/arp.pdf
• Alexander GRIGORYAN. 2008. Measure theory and probability. Lecture notes. 122 pp.
  http://www.math.uni-bielefeld.de/~grigor/mwlect.pdf
• Oliver KNILL. 2006. Probability. Caltech.
  http://www.math.harvard.edu/~knill/teaching/math144_1994/probability.pdf
• Michael Kozdron. Probability. (based on J. Rosenthal's A First Look at Rigorous Probability Theory)
  http://stat.math.uregina.ca/~kozdron/Teaching/Regina/851Winter08/Handouts/851notes_L1_to_L36.pdf
• http://www.math.wisc.edu/~kurtz/oxford/ox_outline.html
• Gregory Miermont. Advanced Probability. Part III of the Mathematical Tripos. 2006 92 pp.
  http://www.math.u-psud.fr/~miermont/AdPr2006.pdf
• Peter MORTERS. 1999-2000. Lecture Notes in Probability, Universitat Kaiserslautern.
  http://people.bath.ac.uk/maspm/prob.ps
• Peter MORTERS. 2000. Lecture Notes in Stochastic Processes, Universitat Kaiserslautern. Martingales. Stochastic Integrals. Stochastic Calculus. Brownian Motion.
  http://people.bath.ac.uk/maspm/stoa.ps
• Efe A. Ok (New York University). PROBABILITY THEORY with ECONOMIC APPLICATIONS.
  http://homepages.nyu.edu/~eo1/books.html
• Dmitry Panchenko. University of Toronto/ Texas A&M University. 2014. Math 606. Theory of Probability lecture notes (graduate course)
  https://sites.google.com/site/panchenkomath/Home/math606-spring2013
• Yuval PERES. 2002. Statistics 205B : Probability Theory II notes. Berkeley.
  http://stat-www.berkeley.edu/~peres/teach/
• Jorn Sass. Probability Theory I. Winter term 2009/10
  http://www.mathematik.uni-kl.de/~sass/eng/teaching/VorlWT/WT1V.pdf
• M. Schweizer. Stochastic Processes and Stochastic Analysis. 2007. 75 pp.
  http://www.mitschriften.ethz.ch/main.php?page=3&scrid=1&pid=17&oid=4&eid=2
• Cosma SHALIZI. 2007. 36-754, Advanced Probability II or
  Almost None of the Theory of Stochastic Processes. 316 pp.
  http://www.stat.cmu.edu/~cshalizi/754/notes/all.pdf
• Noel Vaillant's Probability Tutorials. More measure theory than probability, but all with probability in mind. Very interesting site.
  http://www.probability.net/
• I.F. Wilde's notes on Measure, integration & probability. King's College, London.
  http://www.mth.kcl.ac.uk/~iwilde/notes/mip/

• 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
• Virtual Laboratories in Probability and Statistics. University of Alabama - Huntsville.
  I really like this site. Take a look. There is a wealth of information here. Congratulations to those who prepared this site. Brilliant.
  http://www.math.uah.edu/stat/index.html

• Wikipedia article on Brownina Motion.
  http://en.wikipedia.org/wiki/Brownian_motion
• 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

• Richard BASS: Lecture Notes for Financial Mathematics.
  http://www.math.uconn.edu/~bass/finlmath.pdf
• Holger KRAFT: Lecture Notes. “FINANCIAL MATHEMATICS I: Stochastic Calculus, Option Pricing, Portfolio Optimization. ” University of Kaiserslautern. August 4, 2005.
  http://elsa.ub.uni-kl.de/ressource56/
• Scot ADAMS and Fernando REITICH. Notes on Financial Mathematics
  http://www.math.umn.edu/finmath/lectures/
• Vasily NEKRASOV. Yet another, yet very reader-friendly, introduction to measure theory (for financial mathematics).
  http//www.yetanotherquant.com
• Harald LANG. Lectures on Financial Mathematics
  http://www.math.kth.se/~lang/finansmatte/fin_note.pdf
• Richard F. BASS. The Basics of Financial Mathematics. Spring 2003. 106 pp.
  http://www.math.uconn.edu/~bass/finlmath.pdf
• M. NEWBY and P.P. MARTIN Mathematics for Finance: Mathematical Processes for Finance, 2005. by
  http://staff.city.ac.uk/~ra359/X3MathFinance/
• Stefan ANKIRCHNER. Option Pricing and Financial Mathemtics.
  http://www.iam.uni-bonn.de/people/ankirchner/teaching.html
• Holger KRAFT. Lecture Notes on “FINANCIAL MATHEMATICS I: Stochastic Calculus, Option Pricing, Portfolio Optimization”
  http://elsa.ub.uni-kl.de/ressource56/
  
• Karl SIGMAN. Notes on Financial Engineering.
  http://www.columbia.edu/~ks20/FE-Notes/FE-Notes-Sigman.html
• E. Tick. Financial Engineering Course Notes.
  http://lsc.fie.umich.mx/~juan/Materias/Posgrado/Finance/fin/fin.html
• Fabio TROJANI. Introduction to Probability Theory and Stochastic Processes for Finance. Lecture Notes. 98 pp.
  http://www.people.lu.usi.ch/trojanif/Master_USI/Probability_0405/LectureNotes/Lecturenotes.pdf
• Michael KOZDRAN. Stochastic Calculus with Applications to Finance 2009
  http://stat.math.uregina.ca/~kozdron/Teaching/Regina/441Winter09/Notes/441_L1_L36.pdf
• A.W. van der VAART (Vrije U). Martingales, Diffusions, and Financial Mathematics
  http://www.math.vu.nl/sto/onderwijs/fw/stochint.pdf
• Marco AVELLANEDA. 1996. Topics in Probability: The mathematics of financial risk-management. Courant Institute of Mathematical Sciences
  http://www.math.nyu.edu/faculty/avellane/risk.html

• ZHU, DELLEART and TU. Markov Chain Monte Carlo for Computer Vision --- A tutorial.
  http://civs.ucla.edu/old/MCMC/MCMC_tutorial.htm
• Persi DIACONIS. The Markov Chain Monte Carlo Revolution
  http://www-stat.stanford.edu/~cgates/PERSI/papers/MCMCRev.pdf
• R.M. NEAL. 1993. Probabilistic Inference Using Markov Chain Monte Carlo Methods, Technical Report CRG-TR-93-1. 144 pp.
  http://www.cs.toronto.edu/~radford/ftp/review.pdf
• Antonietta MIRA. Introduction to Monte Carlo and MCMC Methods.
  http://venda.uku.fi/research/FIPS/BMIP/pdffiles/mcmc-uk.pdf
• Charles J. GEYER. 2005. Markov Chain Monte Carlo Lecture Notes. 162 pp.
  http://www.stat.umn.edu/geyer/f05/8931/n1998.pdf

• Prakash Balachandran. 2008. Fundamental Inequalities, Convergence and the Optional Stopping Theorem for Continuous-Time Martingales. 13 pp.
  http://www.duke.edu/~pb25/Math/continuous-time%20martingales.pdf
• Karl Sigman. Introduction to Martingales in discrete time. 8 pp.
  http://www.columbia.edu/~ks20/stochastic-I/stochastic-I-MG-Intro.pdf
• Alistair Sinclair. Martingales and the Optional Stopping Theorem. 6 pp.
  http://www.cs.berkeley.edu/~sinclair/cs271/n21.pdf
• Kevin Ross. Optional Stopping.
  http://www.swarthmore.edu/NatSci/kross1/Lec14_1027.pdf
  http://www.swarthmore.edu/NatSci/kross1/Lec15_1029.pdf
  http://www.swarthmore.edu/NatSci/kross1/Lec16_1031.pdf
  http://www.swarthmore.edu/NatSci/kross1/Lec17_1103.pdf
• Steve Lalley. Martingale Lectures. 15 pp.
  http://www.stat.uchicago.edu/~lalley/Courses/390/Lecture3.pdf
• Michael Kozdron. Martingales. 5 pp.
  http://stat.math.uregina.ca/~kozdron/Teaching/Regina/862Winter06/Handouts/mart.pdf
• A.W. van der Vaart (Vrije U). Martingales, Diffusions, and Financial Mathematics
  http://www.math.vu.nl/sto/onderwijs/fw/stochint.pdf
• John B. Walsh. Notes on Elementary Martingale Theory. 44 pp.
  http://www.math.ubc.ca/~walsh/marts.pdf