Math 135B Textbook Information
Official Textbook of Course:
Probability and Random Processes, third edition, by
G. Grimmett and
D. Stirzaker
See also the companion book
One Thousand Exercises in Probability.
Additional Recommended Reading Material:
1. Chapter 11, Markov Chains in
C. Grinstead and J. L. Snell,
Introduction to Probability . This is an elementary introduction to Markov chains.
2. J. R. Norris,
Markov Chains, Cambridge University Press.
3. David Aldous and Jim Fill, Reversible Markov Chains
and Random Walks on Graphs . This is more advanced than our textbook.