Random walks on graphs, expected times for different things, gambler's ruin. I seem to either stumble on some pretty advanced texts about group representation theory or texts that briefly mention it in reference (usually) to gambler's ruin…Curious if anyone has a nice go-to reference on these at the upper undergraduate level or introductory graduate level…
[Math] a good/extensive undergraduate level reference on random walks
book-recommendationprobabilityrandom walkreference-requeststopping-times
Best Answer
I'd try a stochastic processes text, like this one- https://www.math.duke.edu/~rtd/EOSP/eosp.html (free pdf; Durrett also has a book on random graph theory, which is also covered in social and economic network analysis texts.) Or the extensive notes at- http://www.statslab.cam.ac.uk/~rrw1/markov/
Or at a more leisurely undergraduate level, these might be to your liking-
https://math.dartmouth.edu/~doyle/docs/walks/walks.pdf
http://www.ams.org/bookstore-getitem/item=stml-55
http://www.ams.org/bookstore?fn=20&arg1=stmlseries&ikey=STML-2