**Math 4800-Introduction to stochastic processes **

**Fall**** 2010**

**TR 11:00am-12:15pm (BU 24)**

**Office Hours: TR 2:00-3:00pm and by appointment **

__Homework assignments__

**Homework #1:****Due September 7th 2010 prior to the lecture.****Homework #2:****Due September 14th 2010 prior to the lecture.**(Choose 2 exercises from below)__Section 1.4__: 1, 5(a), 7.__Section 1.5__: 1, 9.

**Homework #3:****Due September 21st 2010 prior to the lecture.**(Choose 4 exercises from below)__Section 2.1__: 1, 2, 5(a).__Section 2.3__: 2, 5.__Section 2.4__: 1(a), 1(b), 1(c).**Homework #4:****Due October 5th 2010 prior to the lecture.**(Choose 2 exercises from below)__Section 2.5__: 2, 3, 4.__Section 2.7__: 4, 5, 6, 10, 19.

**Homework #5:****Due October 19th 2010 prior to the lecture.**(Choose 2 exercises from below)__Section 3.1__: 1, 5.__Section 3.2__: 3, 5.__Section 3.3__: 1, 3, 5.**Homework #6:****Due October 26 2010 prior to the lecture.**(Choose 2 exercises from below)__Section 3.5__: 2, 3..__Section 3.6__: 2, 3, 4, 8.**Homework #7:****Due November 2nd 2010 prior to the lecture.**(Choose 2 exercises from below)__Section 3.7__: 4, 5, 6, 10.__Section 3.8__: 3, 4.- Section 3.9: 2, 5.
**Homework #8:****Due November 16th 2010 prior to the lecture.**(Choose 2 exercises from below)__Section 4.1__: 2, 3.__Section 4.2__: 3..__Section 4.3__: 1, 2.__Section 4.4__: 3, 5, 6.-
__Section 4.5__: 4, 7, 8, __Section 4.6__: 4, 9, 10.

__Exams__