Teaching/2005-2006

MA623 Stochastic Processes (Spring 2006)

Meets Tuesdays 6:15pm -8:45 pm Fielding Conference Room, Howe Bldg.

Syllabus

Assignment 1 due January 31 2006.

Assignment 2 due February 14 2006

Assignment 3 due February 14 2006. Solution to the simulation problems using R. hwk2_3_sol.r

Assignment 4 due February 28 2006 (extended to March 7 2006)
Hints: (3.3) the use of convolutions may prove beneficial. (3.7) You only need to answer the question when t is in [0,1]. You may want to find the distribution of Sn first. (3.9) You may use the elementary renewal theorem or the theorem about alternating renewal processes here.

Assignment 5 due March 21 2006

Assignment 6 due April 11 2006

Exam 1 - SAMPLE Solutions page 1, page 2

Assignment 7 due May 7 2006 by 4:00pm

Final Exam due May 14 2006 by 4:00pm

Link to some notes about installing and starting to work with R Link