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MATH 6602 3.0AF (Stochastic Processes)
Assignments - Fall 2008


Access to assignment solutions has now been withdrawn. If you took this course, and need access, contact the instructor by e-mail.
All references are to Karlin and Taylor, A first course in stochastic processes

Practice Problems

Given the long break caused by the strike, you may find it useful to work through some or all of the above practice problems.
Note that I reworded exercise 9 to make it clearer.

Solutions

Assignment 3

Originally due Wednesday November 5, 2008. Because of the Senate amnesty declared for students participating in the Nov 5 YFS fee protest, and then the strike that started Nov 6, this assignment will now be due the 2nd class after the strike ends. Solutions will not be posted till then.

In addition to the above assignment, you should do the following two problems (originally intended as preparation for the midterm).

In both these problems, figure out the asymptotic behaviour of the n step transition matrix, as n goes to infinity.

Solutions

Assignment 2

due Tuesday October 14, 2008 (as the Monday is a holiday, and the Friday is our test)

Solutions
There was a typo in the solutions (now fixed) that meant I reversed heads and tails in grading two peoples' problem 5. If you think your problem 5 was correct, hand it back to me and I'll look at it again.

Assignment 1

due Monday September 29, 2008 (extended to October 3, 2008)
Solutions