diff --git a/docs/source/memory.rst b/docs/source/memory.rst
index 3446f3d..7cacd28 100644
--- a/docs/source/memory.rst
+++ b/docs/source/memory.rst
@@ -1,4 +1,8 @@
 Memory Structures
 =================
-.. automodule:: rltorch.memory
+.. autoclass:: rltorch.memory.ReplayMemory
+   :members:
+.. autoclass:: rltorch.memory.PrioritizedReplayMemory
+   :members:
+.. autoclass:: rltorch.memory.EpisodeMemory
    :members:
diff --git a/rltorch/memory/EpisodeMemory.py b/rltorch/memory/EpisodeMemory.py
index 0957465..27efa69 100644
--- a/rltorch/memory/EpisodeMemory.py
+++ b/rltorch/memory/EpisodeMemory.py
@@ -5,22 +5,43 @@ Transition = namedtuple('Transition',
     ('state', 'action', 'reward', 'next_state', 'done'))
 
 class EpisodeMemory(object):
+    """
+    Memory structure that stores an entire episode and
+    the observation's associated log-based probabilities.
+    """
     def __init__(self):
         self.memory = []
         self.log_probs = []
 
     def append(self, *args):
-        """Saves a transition."""
+        """
+        Adds a transition to the memory.
+
+        Parameters
+        ----------
+          *args
+             The state, action, reward, next_state, done tuple
+        """
         self.memory.append(Transition(*args))
     
     def append_log_probs(self, logprob):
+        """
+        Adds a log-based probability to the observation.
+        """
         self.log_probs.append(logprob)
 
     def clear(self):
+        """
+        Clears the transitions and log-based probabilities.
+        """
         self.memory.clear()
         self.log_probs.clear()
 
     def recall(self):
+        """
+        Return a list of the transitions with their 
+        associated log-based probabilities.
+        """
         if len(self.memory) != len(self.log_probs):
             raise ValueError("Memory and recorded log probabilities must be the same length.")
         return list(zip(*tuple(zip(*self.memory)), self.log_probs))
diff --git a/rltorch/memory/PrioritizedReplayMemory.py b/rltorch/memory/PrioritizedReplayMemory.py
index 58843e3..1bf153a 100644
--- a/rltorch/memory/PrioritizedReplayMemory.py
+++ b/rltorch/memory/PrioritizedReplayMemory.py
@@ -147,7 +147,9 @@ class MinSegmentTree(SegmentTree):
 
 class PrioritizedReplayMemory(ReplayMemory):
     def __init__(self, capacity, alpha):
-        """Create Prioritized Replay buffer.
+        """
+        Create Prioritized Replay buffer.
+
         Parameters
         ----------
         capacity: int
@@ -156,9 +158,6 @@ class PrioritizedReplayMemory(ReplayMemory):
         alpha: float
             how much prioritization is used
             (0 - no prioritization, 1 - full prioritization)
-        See Also
-        --------
-        ReplayBuffer.__init__
         """
         super(PrioritizedReplayMemory, self).__init__(capacity)
         assert alpha >= 0
@@ -173,7 +172,14 @@ class PrioritizedReplayMemory(ReplayMemory):
         self._max_priority = 1.0
 
     def append(self, *args, **kwargs):
-        """See ReplayBuffer.store_effect"""
+        """
+        Adds a transition to the buffer and add an initial prioritization.
+
+        Parameters
+        ----------
+          *args
+             The state, action, reward, next_state, done tuple
+        """
         idx = self.position
         super().append(*args, **kwargs)
         self._it_sum[idx] = self._max_priority ** self._alpha
@@ -191,10 +197,11 @@ class PrioritizedReplayMemory(ReplayMemory):
         return res
 
     def sample(self, batch_size, beta):
-        """Sample a batch of experiences.
-        compared to ReplayBuffer.sample
-        it also returns importance weights and idxes
+        """
+        Sample a batch of experiences.
+        while returning importance weights and idxes
         of sampled experiences.
+
         Parameters
         ----------
         batch_size: int
@@ -202,6 +209,7 @@ class PrioritizedReplayMemory(ReplayMemory):
         beta: float
             To what degree to use importance weights
             (0 - no corrections, 1 - full correction)
+        
         Returns
         -------
         weights: np.array
@@ -232,6 +240,32 @@ class PrioritizedReplayMemory(ReplayMemory):
         return batch
 
     def sample_n_steps(self, batch_size, steps, beta):
+        r"""
+        Sample a batch of sequential experiences.
+        while returning importance weights and idxes
+        of sampled experiences.
+
+        Parameters
+        ----------
+        batch_size: int
+            How many transitions to sample.
+        beta: float
+            To what degree to use importance weights
+            (0 - no corrections, 1 - full correction)
+        
+        Notes
+        -----
+        The number of batches sampled is :math:`\lfloor\frac{batch\_size}{steps}\rfloor`.
+
+        Returns
+        -------
+        weights: np.array
+            Array of shape (batch_size,) and dtype np.float32
+            denoting importance weight of each sampled transition
+        idxes: np.array
+            Array of shape (batch_size,) and dtype np.int32
+            idexes in buffer of sampled experiences
+        """
         assert beta > 0
 
         sample_size = batch_size // steps
@@ -262,9 +296,11 @@ class PrioritizedReplayMemory(ReplayMemory):
     
     @jit(forceobj = True)
     def update_priorities(self, idxes, priorities):
-        """Update priorities of sampled transitions.
+        """
+        Update priorities of sampled transitions.
         sets priority of transition at index idxes[i] in buffer
         to priorities[i].
+        
         Parameters
         ----------
         idxes: [int]
diff --git a/rltorch/memory/ReplayMemory.py b/rltorch/memory/ReplayMemory.py
index aa32ab7..5507185 100644
--- a/rltorch/memory/ReplayMemory.py
+++ b/rltorch/memory/ReplayMemory.py
@@ -4,21 +4,38 @@ import torch
 Transition = namedtuple('Transition',
     ('state', 'action', 'reward', 'next_state', 'done'))
 
-# Implements a Ring Buffer
 class ReplayMemory(object):
+    """
+    Creates a ring buffer of a fixed size.
+
+    Parameters
+    ----------
+    capacity : int
+      The maximum size of the buffer
+    """
     def __init__(self, capacity):
         self.capacity = capacity
         self.memory = []
         self.position = 0
 
     def append(self, *args):
-        """Saves a transition."""
+        """
+        Adds a transition to the buffer.
+
+        Parameters
+        ----------
+        *args
+          The state, action, reward, next_state, done tuple
+        """
         if len(self.memory) < self.capacity:
             self.memory.append(None)
         self.memory[self.position] = Transition(*args)
         self.position = (self.position + 1) % self.capacity
 
     def clear(self):
+        """
+        Clears the buffer.
+        """
         self.memory.clear()
         self.position = 0
 
@@ -37,10 +54,35 @@ class ReplayMemory(object):
 
 
     def sample(self, batch_size):
+        """
+        Returns a random sample from the buffer.
+
+        Parameters
+        ----------
+        batch_size : int
+          The number of observations to sample.
+        """
         return random.sample(self.memory, batch_size)
     
     def sample_n_steps(self, batch_size, steps):
-        idxes = random.sample(range(len(self.memory) - steps), batch_size // steps)
+        r"""
+        Returns a random sample of sequential batches of size steps.
+
+        Notes
+        -----
+        The number of batches sampled is :math:`\lfloor\frac{batch\_size}{steps}\rfloor`.
+
+        Parameters
+        ----------
+        batch_size : int
+          The total number of observations to sample.
+        steps : int
+          The number of observations after the one selected to sample.
+        """
+        idxes = random.sample(
+            range(len(self.memory) - steps), 
+            batch_size // steps
+        )
         step_idxes = []
         for i in idxes:
             step_idxes += range(i, i + steps)
@@ -56,10 +98,10 @@ class ReplayMemory(object):
         return value in self.memory
 
     def __getitem__(self, index):
-        return self.memory[index]
+        return self.memory[index % self.capacity]
 
     def __setitem__(self, index, value):
-        self.memory[index] = value
+        self.memory[index % self.capacity] = value
 
     def __reversed__(self):
         return reversed(self.memory)