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!
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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). |