Problems are from, An Introduction to Stochastic Modeling by S. Karlin and H. Taylor, or in a PDF file found by following the links. (The convention here is that II.1: E1 refers to Exercise 1 of section 1 of Chapter II. While II.3: P4 refers to Problem 4 of section 3 of Chapter II.)
Homework 1 (due Monday, April 7)
here for the first assignment.
IV.1 (p. 208 --): E5, E8, P1, P5
Homework 3 (due Monday, April 21):
Please see the beginning of the Lecture notes: 180Notes20080414 for the third homework assignment.
Homework 4 (due Monday, April 28):
VI.1 (p. 342 --): E1, E2, E5, P3, P5*, P8**
**Hint: you can save some work using what we already have
seen about two state Markov chains, see the notes or sections VI.3 or VI.6 of
Homework 5 (due Monday, May 5):
VI.2 (p. 353 --): P2.3*
*Hint: look at the picture on page 345 to find an expression for the area in terms of the Sk.
Test #1 is on Friday May 9
Homework 6 (due Monday, May 12):
Homework 7 (due Monday, May 19):
**Use facts you know about Poisson processes and make use of Ex. 3.1.
No Homework (due Monday, May 26 Holiday):
VII.3 (p. 435-437): Pr. 3.4
The Final exam is on Wednesday, June
11 at 8:00 -- 11:00 AM