Assignments of Stat8501: Stochastic Processes and their applications, Spring, 2018
Assignment 1:
Problems 1.3, 1.5 on p. 78; 1.8 [(a) and (e) only]. Due date: Fri. 02/02/2018.
Solution.
Midterm 1:
Problems 1.9 [(a) and (b) only] on p. 79; 1.31 and 1.32/p.83; 1.40/p.85; 1.59/p.91. Due date: Fri. 03/02/2018.
Solution.
Assignment 2:
Problems 1.45/p.87, 1.50/p.88, 1.57/90, 1.72 and 1.73/p.94. Due date: Fri. 03/23/2018.
Solution.
Assignment 3:
Problems 2.4, 2.8, 2.15, 2.22, 2.23, 2.31, 2.41, 2.51, 2.54, 2.58. Due date: Fri. 04/20/2018.
Solution.
Final:
Problems 4.1, 4.14 (a) and (b), 4.16 (a) and (b), 4.18, 4.25(a).
Please send it to my office at 1:30-3:30 pm, Friday, 05/11/2018 at 365 Ford Hall.