Homework Assignments

Homework will not be collected, but you are strongly encouraged to do it. Almost all of these problems are taken from past exams, or are exam-type problems. Problem numbers and pages refer to the Lecture Notes available here. Solutions are provided, but need to be carefully checked for mistakes!


Due Date Problem Numbers
HW1 Mon., Apr. 10
Chapter 9, Convergence in Probability, Problems (all five).
HW2 Mon., Apr. 17 Chapter 10, Moment Generating Functions, Problems (all five).
HW3 Mon., Apr. 24 Chapter 11, Computing probabilitities and expectations by conditioning (all seven).
HW4 Wed., May 3 Chapter 12, Markov Chains: Introduction (all 4).
HW5 Wed., May 10
Chapter 13, Markov Chains: Classification of States (all 3).
HW6 Wed., May 17 Chapter 14, Branching Processes (all 3).
HW7 Fri., May 26 Chapter 15, Markov Chains: Limiting Probabilities (all 5).
HW8 Fri., June 2 Chapter 16, Markov Chains: Reversibility (all 4) and Chapter 17, Three Applications, problem 1.
HW9 Fri., June 9 Chapter 18, Poisson Process (all 5).