Ross S.M.: Stochastic Processes (with Course Notes by Russel Lyons)
Sennott L.I.: Stochastic Dynamic Programming and the Control of Queueing Systems
Murthy Prabhakar D.N.: Weibull Models
Meyn S.P., Tweedie R.L.: Markov Chains and Stochastic Stability
Neuts M.F.: Matrix-Geometric Solutions in Stochastic Models