Citations are a vital part of the research process. They allow the reader to locate sources used as part of your research, lend credibility to your argumentation, and demonstrate your ability to participate in a scholarly dialogue. Proper citations also give credit to the original authors of the sources or ideas you are using. Without these citations, it is impossible to avoid plagiarism.
The disciplines of Math and Statistics use a number of styles, including AMS (American Mathematical Society) Style. To be sure you are using the correct style, check with your professor.