Reading List

G. R. Grimmett and D. R. Stirzaker, Probability and Random Processes (3rd edition, OUP, 2001). Chapters 4, 6.1-6.5, 6.8.

R. Grimmett and D. R. Stirzaker, One Thousand Exercises in Probability (OUP, 2001).

G. R. Grimmett and D J A Welsh, Probability: An Introduction (OUP, 1986). Chapters 6, 7.4, 8, 11.1-11.3.

J. R. Norris, Markov Chains (CUP, 1997). Chapter 1.

D. R. Stirzaker, Elementary Probability (Second edition, CUP, 2003). Chapters 7-9 excluding 9.9.