** PROBLEMS ARE FROM THE TEXT BY CHUNG AND WILLIAMS UNLESS INDICATED OTHERWISE. PLEASE HAND IN THE STARRED PROBLEMS BY THE
DUE DATE. HOMEWORK SHOULD BE HANDED IN IN CLASS.
**

** HOMEWORK. **

** Assignment 1: Problems 1, 2, 3, 4*, 5* of Chapter 1.
Due Thursday, October 6, in class. **
Hint for uniform integrability question in problem 2: recall that the Poisson process at time n
is a sum of
n i.i.d. random variables with finite mean and variance and so the central limit
theorem applies.

Solutions to Homework 1 can be found here. (You will need the username and pw given in class.)

** Assignment 2: Problems 4, 7, 10, 11, 12*, 13* of Chapter 2. Due Thursday, October
20, in class. **

Solutions to Homework 2 can be found here. (You will need the username and pw given in class.)

** Assignment 3: **
Problems 1, 2, 3* of Chapter 4 and Problems 2, 8* of Chapter 5.
Due Thursday, November 10.

Solutions to Homework 3 can be found here. (You will need the username and pw given in class.)

** Assignment 4: Due Thursday, December 1, 2016.**

Chapter 6, Problem 4*; Chapter 7, Problems 3, 4; and Chapter 10, Problems 4, 5. For problem 4 in chapter 10, assume sigma is bounded.
Some solutions to Homework 4 can be found here. (You will need the username and pw given in class.)