Ch. 1 Preliminaries 1
Ch. 2 The Poisson Process 59
Ch. 3 Renewal Theory 98
Ch. 4 Markov Chains 163
Ch. 5 Continuous-Time Markov Chains 231
Ch. 6 Martingales 295
Ch. 7 Random Walks 328
Ch. 8 Brownian Motion and Other Markov Processes 356
Ch. 9 Stochastic Order Relations 404
Ch. 10 Poisson Approximations 457
Answers and Solutions to Selected Problems 473
Index 505