Downloads:
Homework: Problems can be downloaded
above.
- Week 1: Ch 1: 1-6. Ch 6: 9.
- Week 2: Ch 1: 8, 9, 15, 24, 28, 30, 36, 45. Ch 6: 10.
- Week 3: Ch 1: 13, 14, 31, 41, 46, 67, 70. Ch 6: 11a
- Week 4: Ch 1: 52, 53, 55, 57. Ch 5: 1, 2 (only
prove the process is a martingale for these two). Ch 6: 11b
- Week 5: Ch 5: 1, 2 (the remaining parts), 3, 4, 7, 8,
11, 13, 16. Ch 6: 11c
- Week 6: Practice midterm.
- 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. Ch 6: 11d
- Week 8: Ch 2: 34, 38, 41 (note: the probability that \(N=n\)
should be \(p(1-p)^{n-1}\)), 44, 52, 57, 62. Ch 6: 11e
- Week 9: Ch 6: 4, 6a, 7a, Explain in words how 11 shows
the existence of Brownian motion (you should already have completed
all the parts), 12.
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