Math 6040-1, University of Utah, Fall 2013

Mathematical Probability: Homework Assignments

**Week 12**(Due Dec 19 | Hints). Finish reading Chapter 9. Solve 9.6, 9.10, 9.11 [Hint: T_{a}>t is another way to say that the maximum of Brownian motion by time t is at most a].**Week 11**(Due Dec 11 | Hints). Begin reading Chapter 9, Sections 1.1 and 1.2. Solve 9.1, 9.2, 9.3, 9.4, 9.5 [Hint: Riemann-approximation of integrals!], 9.7.**Week 10**(Due Nov 25 | Hints). There will be no lecture on the 19th of November [this is the one you were warned about]. So please note the unusual deadline.

Solve 8.17, 8.21, 8.22, 8.27, 8.28, 8.29, 8.36.**Week 9**(Due Nov 13 | Hints). Continue reading Chapter 8 (Section 2). Solve 8.11, 8.15, 8.16 [the first part; do not worry about the convergence issue], 8.18, 8.19, 8.20, 8.26.**Week 8**(Due Nov 6 | Hints). Begin reading Chapter 8 (Sections 1.1-1.4). Solve Chapter 7 problems 7.25, 7.30. Solve Chapter 8 problems 8.1, 8.2, 8.3, 8.7, 8.8.**Week 7**(Due Oct 30 | Hints). Finish reading Chapter 7. Solve problems 7.5, 7.6, 7.11, 7.19, 7.21, 7.22.**Week 6**(Due Oct 23 | Hints). Read Chapter 7, Sections 1, 2, and 3. Work out in detail examples 7.10-7.14 [no need to turn this in]. Solve problems 7.1, 7.2.**Week 5**(Due Oct 09 | Hints). Continue reading Chapter 6. Solve problems 6.11, 6.13, 6.29, 6.32, 6.33.**Week 4**(Due Oct 02 | Hints). Read Chapter 6. Solve problems 6.1, 6.3, 6.5, 6.8, 6.9, 6.10.**Week 3**(Due Sep 25 | Hints). Read Chapter 5. Solve problems 4.14, 4.15, and 4.31 from Chapter 4. Solve problems 5.4, 5.15, and 5.18.**Week 2**(Due Sep 16 | Hints). Read Chapter 4. Solve problems 4.1, 4.2, 4.3, 4.4.**Week 1**(Due Sep 05 | Hints). Read Chapter 3. Solve problems 3.2, 3.3, 3.4, 3.9.

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