## Homework for IEOR 6711

### Homework Policy

Importance: The homework is a critical part of the course. Doing the homework is the way to master the material.

Weekly assignments: Homework will be assigned once a week, usually on Tuesdays. It is due at class a week later.

Collaboration and Assistance: Students are allowed to collaborate with other students on the homework. Indeed it can be a good learning experience to work together with other people. Students may also get help from non-students. However, each student is expected to submit a separate homework.

Grading: Homework will be graded, provided that it is turned in on time.

Solutions: We will provide solutions to all the assigned homework. For selected problems at the end of each chapter, solutions are provided, so they can be consulted while the homework is being done (hopefully, after an independent honest effort has been made). Other homework solutions will be posted on the web page.

Recitation Sections: The optional extra recitation sections set up outside the regular class times also focus primarily on the homework assignments. The TA will go through the homework two days before it is due.

### Homework Assignments

• Tuesday, September 3. probability, Chapter 1: Homework 1. Due Tuesday, September 10, in class. Solutions.

• Tuesday, September 10. More probability: Homework 2. Due Tuesday, September 17. Solutions.

• Tuesday, September 10. numerical transform inversion: Extra numerical homework. Due five weeks later on Tuesday, October 15. (Turn in when done before then.) Here are some explanatory notes. Solutions.

• Tuesday, September 17. The Poisson process, Chapter 2: Homework 3. Due Tuesday, September 24. Solutions.

• Tuesday, September 24: More on the Poisson process, Chapter 2. Homework 4. Due Tuesday, October 1. Solutions.

• Tuesday, October 1: More on the Poisson process, Chapter 2. Homework 5. Not required to be turned in. Solutions.

Sunday, October 6, 7:00-9:30pm. FIRST MIDTERM EXAM, Chapters 1 and 2.

• Tuesday, October 8. renewal theory, Chapter 3: Homework 6. Due Tuesday, October 15. Solutions.

• Tuesday, October 15. Even More on renewal theory: Homework 7. Due Tuesday, October 22. Solutions.

• Tuesday, October 22. Still more on renewal theory: Homework 8. Due Tuesday, October 29. Solutions.

• Tuesday, October 29. Markov chains, Chapter 4: Homework 9. Due Thursday, November 7. Solutions.

Tuesday, November 5, Election Day, no class.

• Tuesday, November 5. Markov chains, Chapter 4: Homework 10. Due Tuesday, November 12. Solutions.

• Tuesday, November 12. Markov chains, Chapter 4: Homework 11. Need not be turned in. Solutions.

Sunday, November 17, 7:00-9:30pm, SECOND MIDTERM EXAM, Chapters 3 and 4.

• Tuesday, November 19. continuous-time Markov chains, Chapter 5: Homework 12. Due Tuesday, November 26. Solutions.

• Tuesday, November 26. more continuous-time Markov chains, Chapter 5: Homework 13. Due Thursday, December 5. Solutions.

Thursday, November 28, Thanksgiving. No class.

(Last class Thursday, December 5.)

Final Exam, Sunday, December 15, 7:00pm, 303 Mudd