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 Math 467/567: Stochastic Processes

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 Homework:
All homework is out of the 2nd edition of the text. Available for free (download) from the library.
  • Week 1: Ch 1: 1-6.
  • Week 2: Ch 1: 8, 9, 15, 24, 28, 30, 36, 45.
  • Week 3: Ch 1: 13, 14, 31, 41, 46, 67, 70.
  • Week 4: Ch 1: 52, 53, 55, 57. Ch 5: 1, 2 (only prove the process is a martingale for these two).
  • Week 5: Ch 5: 1, 2 (the remaining parts), 3, 4, 7, 8, 11, 13, 16.
  • Week 7: Ch 2: 1, 4, 5 (as written, the answer could be "forever"; the question should be "how long should we expect to wait ..." assume exponential distributions), 7, 17, 22, 24.
  • Week 8: Ch 2: 34, 38, 41 (note: the probability that N=n should be p(1p)n1), 44, 52, 57, 62.
  • Week 9: Scanned Chapter: 4, 6a, 7a, 9, 10, 11.

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