Resources

Applied Probability and Queues

Introduces some basics of Markov processes that are used in Queues and Risk Models. It is also a classic reference for Markov Additive Processes. Please check with your institution database if they have it.

Lévy Processes

"I think this is THE book on the subject, rather than A book on it. The text is clearly written, and very well organised. The subject-matter is mainstream probability, so will always be topical. A book on these lines has been long overdue..." Professor Nick Bingham

Random trees and applications

This note was written by Le Gall. It is a good introduction to the topic of random forests and their scaling limits.