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
Syllabus
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