- Tuesday, January 20: Homework 1.
Initial Probability Review,
Chapters 1 and 2 in Ross. To be completed and turned in (at class) by Tuesday, January 27;
to be discussed in the recitation on Sunday, January 25 at 4:00pm.
Solutions.
- Tuesday, January 27: Homework 2.
More Probability Review,
Chapter 3 in Ross. To be completed and turned in (at class) by Tuesday, February 3;
to be discussed in the recitation on Sunday, February 1.
Solutions. Extra take-home exam problem: Solutions
- Tuesday, February 3: Homework 3.
Markov chains,
Chapter 4 in Ross. To be completed and turned in (at class) by Tuesday,February 10;
to be discussed in the recitation on Sunday, February 8.
Solutions. Extra take-home exam problem: Solutions
Tuesday, February 3: Homework 3 - numerical part.
Markov chains,
Chapter 4 in Ross. YOU HAVE TWO WEEKS FOR THIS PART. To be completed and turned in on Thursday, February 17.
To be discussed in the recitation on Sunday, February 15.
Solutions.
- Tuesday, February 10: Homework 4.
more Markov chains,
Chapter 4 in Ross. To be completed and turned in on Tuesday, February 17;
to be discussed in the recitation on Sunday, February 15.
Solutions. Extra take-home exam problem: Solutions
Thursday, February 19, FIRST MIDTERM EXAM.
Open Book.
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Tuesday, February 24: Homework 5.
Exponential Distribution and The Poisson process.
Chapter 5 in Ross. To be completed and turned in on Tuesday, March 3;
to be discussed in the recitation on Sunday, March 1.
Solutions. Extra take-home exam problem: Solutions
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Tuesday, March 3: Homework 6.
Continuous-time Markov chains.
Chapter 6 in Ross.
To be completed and turned in on Tuesday, March 10;
to be discussed in the recitation on Sunday, March 8.
Solutions. Extra take-home exam problem: Solutions
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Tuesday, March 10: Homework 7.
More on the Poisson process.
Chapter 5 in Ross.
To be completed and turned in on Tuesday, March 24 (after the spring recess);
to be discussed in the recitation on Sunday, March 22 (at the end of the recess).
Solutions. Extra take-home exam problem: Solutions
SPRING RECESS: Monday, March 16--Friday, March 20.
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Tuesday, March 24: Homework 8.
More on Continuous-Time Markov Chains.
Chapter 6 in Ross.
To be completed and turned in on Tuesday, March 31;
to be discussed in the recitation on Sunday, March 29.
Solutions. Extra take-home exam problem: Solutions
Thursday, April 2, SECOND MIDTERM EXAM. Open Book.
Chapters 5 and 6. Chapter 5: The Exponential Distribution and the Poisson Process, Chapter 6: Continuous-Time Markov chains.
(Covering only the assigned material).
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Tuesday, April 7: Homework 9.
Renewal processes.
Chapter 7 in Ross. To be completed and turned in on Tuesday, April 14;
to be discussed in the recitation on Sunday, April 12.
Solutions. Extra take-home exam problem: Solutions
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Tuesday, April 14: Homework 10.
More on renewal theory
To be completed and turned in on Tuesday, April 21;
to be discussed in the recitation on Sunday, April 19.
Solutions.
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Tuesday, April 21: Homework 11.
Brownian motion.
Chapter 10 in Ross. To be completed and turned in on Tuesday, April 28.
to be discussed in the recitation on Sunday, April 26.
Solutions.
Our last class is Thursday, April 28.
Final exam: May 12, 4:10-7:00pm, 313 Fayerweather. Open Book (course textbook and long 40-page CTMC notes only)
plus three 8x11 sheets of notes. No other notes. 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).