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!

  • Solutions of the first midterm.
  • Solutions of the second midterm.

  • Due Date Problem Numbers
    HW1 Fri., Apr. 10 Chapter 9, Convergence in Probability, Problems (all five), and Chapter 10, Moment Generating Functions, Problems (first five).
    HW2 Fri., Apr. 17 Chapter 10, Moment Generating Functions, Problems (last two), and Chapter 11, Computing probabilitities and expectations by conditioning (all seven).
    HW3 Fri., April 24 Chapter 12, Markov Chains: Introduction (all 4).
    HW4 Fri., May 1
    Chapter 13, Markov Chains: Classification of States (all 3).
    HW5 Fri., May 8 Chapter 14, Branching Processes (all 3).
    HW6 Fri., May 15 Chapter 15, Markov Chains: Limiting Probabilities (all 5).
    HW7 Fri., May 22 Chapter 16, Markov Chains: Reversibility (all 4) and Chapter 17, Three Applications, problem 1.
    HW8 Mon., June 1 Chapter 18, Poisson Process (all 5).