Homework Assignments

1. Tuesday, September 4: Homework 1. Initial Probability Review, Chapters 1 and 2 in Ross. To be completed and turned in (at class) by Tuesday, September 11; to be discussed in the recitation on Sunday, September 9. Solutions.

2. Tuesday, September 11: Homework 2. More Probability Review, Chapter 3 in Ross. To be completed and turned in (at class) by Tuesday, September 18; to be discussed in the recitation on Sunday, September 16. Solutions.

3. Tuesday, September 18: Homework 3. Markov chains, Chapter 4 in Ross. To be completed and turned in (at class) by Tuesday, September 25; to be discussed in the recitation on Sunday, September 23. (See below too!) Solutions.

   Tuesday, September 20: Homework 3 - numerical part. Markov chains, Chapter 4 in Ross. YOU HAVE TWO WEEKS FOR THIS PART. To be completed and turned in on Tuesday, October 2. To be discussed in the recitation on Sunday, September 30. Solutions.

4. Tuesday, September 25: Homework 4. more Markov chains, Chapter 4 in Ross. To be completed and turned in on Tuesday, October 2; to be discussed in the recitation on Sunday, September 30. Solutions.

   Tuesday, October 2. No new homework. Prepare for the first midterm exam.

   Thursday, October 4, in class: FIRST MIDTERM EXAM. Chapters 1-4, but only assigned material. Open Book, but only the Ross textbook.

5. Tuesday, October 9: Homework 5. Exponential Distribution and The Poisson process. Chapter 5 in Ross. To be completed and turned in on Tuesday, October 16; to be discussed in the recitation on Sunday, October 14. Solutions.

6. Tuesday, October 16: Homework 6. Continuous-time Markov chains. Chapter 6 in Ross. To be completed and turned in on Tuesday, October 23; to be discussed in the recitation on Sunday, October 21. Solutions.

7. Tuesday, October 23: Homework 7. More on the Poisson process. Chapter 5 in Ross. To be completed and turned in on Tuesday, October 30. to be discussed in the recitation on Sunday, October 28. Solutions.

8. Tuesday, October 30: Homework 8. More on Continuous-Time Markov Chains. Chapter 6 in Ross. This need not be turned in; to be discussed in the recitation at 4pm on Sunday, November 4. (No class on Tuesday, November 6, because it is Election Day.) Solutions.

   Tuesday, November 6. No class, Election Day. No new homework. Prepare for the second midterm exam.

   Thursday, November 8, in class: SECOND MIDTERM EXAM. Closed Book. Chapters 5 and 6. Chapter 5: The Exponential Distribution and the Poisson Process, Chapter 6: Continuous-Time Markov chains. For CTMC's, we have primarily followed my lecture notes, handed out and posted online. (Covering only the assigned material).

9. Tuesday, November 13: Homework 9. Renewal processes. Chapter 7 in Ross. To be completed and turned in on Tuesday, November 20; to be discussed in the recitation on Sunday, November 18. Solutions.

10. Tuesday, November 20: Homework 10. More on renewal theory To be completed and turned in on Thursday, November 29; to be discussed in the recitation on Sunday, November 25. (You have $1.5$ weeks, to make it not due immediately after Thanksgiving vacation.) Solutions.

    Thursday, November 22 is Thanksgiving. That is a holiday, no class.

11. Tuesday, November 27: Homework 11. Brownian motion. Chapter 10 in Ross. To be completed and turned in on Tuesday, December 4. To be discussed in the recitation on Sunday, December 2. Solutions.

    Tuesday, December 4. No new homework.

    Our last class is Thursday, December 6.

    Final exam: Sunday, December 16, 9am in Room 303 and 833 Mudd. The final will be cumulative, beginning with Chapter 4; i.e., it will cover Chapters 4, 5, 6, 7 and 10 (but only the sections assigned).