STA 4821 - Stochastic Processes

Homework 1 (due at the start of class on Tuesday, September 23) is the following problems: Chapter 1: 3, 4, 8, 14, 23, 26, 28, 38, 42; Chapter 2: 1, 12, 22, 33, 40, 42, 43, 50, 51, 61; Chapter 3: 3, 4, 8, 12, 13, 15, 19, 40, 51, 53, 74 + the problem assigned in class

There will be no class or office hours on September 15, 16, 17 & 18. Xavier will hold "extra" office hours on Friday, September 19 from noon to 2:00pm.

As stated on the syllabus, the first exam will be in class on Thursday, September 25. It will be 75 minutes long: 9:45-11:00am. The exam will cover all the material from the first day of class through whatever is covered on Thursday, September 11.

Here are the 10 problems that Xavier graded on Homework 1: Chapter 1: 8, 23, 42; Chapter 2: 12, 40, 43, 61; Chapter 3: 40, 51, 53

Homework 2 (due at the start of class on Tuesday, October 14) is the following problems from Chapter 4: 1, 5, 6, 10, 13, 14, 15, 16, 20, 24, 28, 29, 35, 36, 45, 46 (Hint: let $X_n$ denote number of umbrellas at his present location) + two problems assigned in class

As stated on the syllabus, the second exam will be in class on Thursday, October 23. It will be 75 minutes long: 9:45-11:00am. The exam will be on Markov chains, but not the material covered on Tuesday, October 21.

Here are the 10 problems that Xavier graded on Homework 2: 1, 6, 13, 15, 16, 20, 24, 35, 45, 46

Homework 3 (due at the start of class on Tuesday, November 18) is the following problems: Chapter 4: 54, 67; Chapter 5: 1, 4, 5, 6, 15, 18, 21, 34, 44 (for part (b), derive the distribution of $N$, the number of cars that pass before she goes, and then use the fact that her waiting time, $W$, can be expressed as $W = \sum_{i=1}^N T_i$. Find $E(W)$ by conditioning on $N$.), 50 + the problems assigned in class

Hobert will not have office hours on Tuesday, November 4.

As stated on the syllabus, the third exam will be in class on Thursday, November 20. It will be 75 minutes long: 9:45-11:00am. The exam will cover everything from the start of Markov chains through the material on Brownian motion covered on November 13.

Xavier will not have office hours on Wednesday, November 12.