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.)