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Particulate matter in the environment, such as sediment, marine debris and plankton, is transported by surface waves. The transport of these inertial particles is different from that of fluid parcels described by Stokes drift. In this study, we consider the transport of negatively buoyant particles that settle in flow induced by surface waves as described by linear wave theory in arbitrary depth. We consider particles that fall under both a linear drag regime in the low Reynolds number limit and in a nonlinear drag regime in the transitional Reynolds number range. Based on an analysis of typical applications, we find that the nonlinear regime is the most widely applicable. From an expansion in the particle Stokes number, we find kinematic expressions for inertial particle motion in waves, and from a multiscale expansion in the dimensionless wave amplitude, we find expressions for the wave-averaged drift velocities. These drift velocities are analogous to Stokes drift and can be used in large-scale models that do not resolve surface waves. We find that the horizontal drift velocity is reduced relative to the Stokes drift of fluid parcels and that the vertical drift velocity is enhanced relative to the particle terminal settling velocity. We also demonstrate that a cloud of settling particles released simultaneously will disperse in the horizontal direction. Finally, we discuss the accuracy of our expressions by comparing against numerical simulations, which show excellent agreement, and against experimental data, which show the same trends.