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MATH 445/545 Applied Probability

Syllabus

Assignments: Exercises (Graded)

  1. Ch. 3: 3,4,7,8,14,15,21,25,37,42,43,44,56,57
  2. Ch. 4: 1,2,3,5,7,10,14, 27,29,30, 31, 33, 34*,63
    (Grads.) Prove: A finite state irreducible MC is ergodic if P^n > 0 for some n >= 1.
  3. Ch. 4: 64, 65, 66, Branching processes (handout)
  4. Ch. 5: 1, 2, 3, 4, 5, 6, 7, 9, 13 (see Example 5.10, not 5.8) (answers)
  5. Ch. 5: Poisson processes handout
  6. Ch. 5: 16, 30, 31, 39, 43, 44, 47, 50, 58, 60, 61, 64, 65, 85, 88
  7. Ch. 6: 1-5, 8, 13, 14, 15
  8. Ch. 8: 1-3, 6, 7, 8, 11, 18
  9. Ch. 8: Handout, due April 24
  10. last updated: April 24, 2007

Assignments: Examples (Reading)

  1. Ch. 3: 8-12, 17-21
  2. Ch. 4: 1-6, 8,9, 11-14, 17-19, 24, 26-30
  3. Ch. 5: 2-8, 10, 12, 13, 14, 17, 18, 21, 22, 24, 26, 28
  4. Ch. 6: 1-6
  5. Ch. 8: 1-6, examples in Sec. 8.3.3, 8.3.4, 8.4.1, 8.5.2, 8.9.2

Final Exam: Tuesday, May 1, 2007 at 3:30-5:30 PM

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