The Mandukya Upanishad is a study of these states. (waking/dreaming/deep sleep)It is said that if we understand the Mandukya Upanishad and its implications properly, we need not read any other Upanishad. Mandukyam ekam evalam mumukshunam vimuktaye (Muktika 1.27): “For the sake of the liberation of the Soul, one Upanishad is sufficient—the Mandukya Upanishad” provided it is understood properly in its deep connotations. You should not just read it only by way of understanding the word meaning of it. The suggestion given by the Mandukya Upanishad is to take your consciousness deeper and deeper into the very root of your personality—from external sensations, from body, etc., to what you really are in your deepest essence.