STA 4821 - Stochastic Processes

syllabus

Homework 1 (due at the start of class on Wednesday, January 29) 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 (a,b,c)

In place of his regular office hours on Tuesday, January 21, Nikiforov will hold office hours on Friday, January 24 from 11:30am-1:55pm.

Homework 2 (due at the start of class on Wednesday, February 5) is the following problems from Chapter 3: 3, 4, 8, 12, 13, 15, 19, 40, 51, 53, 74

Homework 3 (due at the start of class on Wednesday, February 19) is the following problems from Chapter 4: 1, 5, 6, 10, 13, 14, 15, 16

Homework 4 (due at the start of class on Wednesday, March 11) is the following problems from Chapter 4: 20, 24, 28, 29, 35, 36, 37, 45, 46 (Let $X_n$ denote number of umbrellas at his present location), 54, 67 + the two problems assigned in class

Homework 5 (due in Dmitrii's Inbox at 10:40am on Wednesday, April 1) is the six problems from the two sets of lecture notes that you've received