Mathematics M5040 - Stochastic Processes and Simulation I

Fall 2002 - University of Utah
Instructor: David Levin, LCB 209, Tel: 585-1647, Email: levin@math
Office Hours: MWF 11:40-12:40

Syllabus

Homework Assignments
Homework 1 (review)  (Due Friday September 6, 2002)  Solutions
Homework 2 (Simulation, Part 1.)  (Due Friday September 13, 2002)
Homework 3 (Markov Chains, Part 1.)  (Due Wednesday September 25, 2002)   Solutions
Homework Assigned November  8
 

Computer Assignments
Computer Homework 1 (Due Wednesday September 4,2002)
Notes on Computer Homework 1     Source code: simexp.c  normal.c
Computer Assignment 3  (Due Wednesday October 2, 2002)
Computer Assignment 4 

Lectures Notes
Notes 1
Notes of conditional expectations and Markov chains
Notes on fair games and martingales

MATLAB Programs
Ehrenfest diffusion:  ep.m stepp.mupdatep.m
SAW simulation (coming)

C Programs
SAW simultation (coming)