STA 4821 - Stochastic Processes

Homework 1 (due at the start of class on Tuesday, September 19) 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

Homework 2 (due at the start of class on Thursday, October 19) 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

Homework 3 (due at the start of class on Thursday, November 30) 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 seven problems assigned in class