Related Reading Materials

[DolevArtzi]

• https://link.springer.com/content/pdf/10.3758/BF03204645.pdf [Univ. Colorado] paper on recursive inverse transform method

• http://eprints.uad.ac.id/13/1/Sheldon_M._Ross_-_Simulation.pdf [Ross] Simulation (especially chapters 2,4,5)

• http://home.ustc.edu.cn/~alex2014/SPpdf/Stochastic%20Processes%20SM.pdf [Ross] Stochastic Processes

  • ch 7 general RWs

• https://en.wikipedia.org/wiki/Random_walk and https://en.wikipedia.org/wiki/Rayleigh_distribution

• http://www2.math.uu.se/~sea/kurser/stokprocmn1/slumpvandring_eng.pdf

• https://www.ime.unicamp.br/~popov/2srw.pdf an entire book on 2d rws

• https://www.math.arizona.edu/~tgk/541/chap4.pdf rws and bms

• PnC textbook

  • Poisson process stuff, proof of inverse transform method pg. 229 (write it up)

• https://repository.ubn.ru.nl/bitstream/handle/2066/60231/60231.pdf?sequence=1&isAllowed=y Optimal Hoeffding-like Inequalities Under a Symmetry Assumption [Zuijlen, M.C.A. van]

• Cornell optimization lectures 1-10 https://people.orie.cornell.edu/dpw/orie6334/lecture10.pdf

• https://www.cs.cmu.edu/~15455/pdf/160-counting.pdf Kirchoffs, laplacians

• Moment recurrences

  • https://davegiles.blogspot.com/2019/04/recursions-for-moments-of-some-discrete.html
  • https://davegiles.blogspot.com/2019/04/recursions-for-moments-of-some.html
  • Stein's Lemma [1973]

• Wikipedia page on erlang distribution https://en.wikipedia.org/wiki/Erlang_distribution "related distributions" section, interesting connection between Erlang, Uniform, and Pareto

  • https://en.wikipedia.org/wiki/Traffic_generation_model