Book: Introduction to Stochastic Processes by G.Lawler, published by Chapman and Hall/CRC
Here you can find midterm exams I gave last year. You can use problems 1,2,4 of Test 1 from last year and problems 2,3 of Test 2 from last year for the preparation to the test.
Partial solutions for homework problems: 2.2, 2.3, 2.7, 2.8d
Partial solutions for homework problems: 1, 2, 4.1, 4.2 page 1,page 2, 9