| Final | (Due Dec 18) click here |
|---|---|
| Week 7: | (Due Dec 12) Reading: Read chapter 4. Homework: pp. 98-100 of text; #4.1, 4.2, 4.10. [You may use a computer to help with your computations. Document your code carefully if you decide to make computer computations.] |
| Week 6: | (Due Nov 21) Reading: Read chapter 3, Sections 3 & 4. Homework: pp. 82-85 of text; #3.5, 3.6, 3.7, 3.8, 3.10. |
| Week 5: | (Due Nov 5) Reading: Read chapter 3, Sections 1 & 2. Homework: pp. 82-85 of text; #3.1, 3.2, 3.3; Simulation exercise: Simulate a rate-one (i.e., lambda=1) Poisson process from time t=0 to time t=1. Include your code, and plot the simulation. |
| Week 4: | (Due Oct 29) Take-home midterm |
| Week 3: | (Due Oct 10) Reading: Reading chapter 2. Homework: Download assignment (in pdf) |
| Week 2: | (Due Friday Sept 15) Reading: Finish reading chapter 1. Homework: pp. 35-41 of text; #1.3, 1.5, 1.6 (hint: think of/review geometric random variables) Students in 6810: Also attempt #1.15. |
| Week 1: | (Due Friday Sept 12) Reading: Module 1 of the additional lecture notes; Chapter 1 of your text, right up to section 1.4 on return times. Homework: pp. 35-41 of text; #1.1, 1.2. Consider the Markov chain of #1.2. Simulate that Markov chain, 1000 times, each time running it up until time n=500. Use your simulation to estimate the probability that our Markov chain is in state 0 at time n=500. Can you calculate that probability exactly? Include the actual coded, fully documented, in your handout. |