His work from this period is contained in two major books Foundations of the Theory of Markov Processes (1959) and Markov Processes (1963) which have become classics of probability theory.
Kanyang trabaho mula sa panahon na ito ay nakapaloob sa dalawang malaking mga libro pundasyon ng teorya ng Markov proseso (1959) at Markov proseso (1963) na maging Classics ng probabilidad theory.