MTH463/MTH563 - Stochastic Processes
Homework Assignments

Assignment 11
This is not to be turned in. It is an important practice for the final exam.
The material in this Section is part of the material for the final exam.


Chapter VIII  Section 2
Exercises: 2.1, 2.2, 2.3, 2.5
Problems: 2.1, 2.2, 2.3



Assignment 10

Due: Thursday, April 28 in class

Chapter VIII  Section 1
Exercises: 1.1, 1.3, 1.5
Problems: 1.2, 1.3
Additional problem for MTH563 students: problem 1.4



Assignment 9

Due: Thursday, April 21 in class

Chapter V  Section 1

Exercises: 1.4, 1.7, 1.9
Problems: 1.6, 1.7
Additional problem for MTH563 students: problem 1.8

Chapter V  Section 2
Exercises: 2.2
Problems: 2.1, 2.5, 2.6

Assignment 8

Due: Thursday, April 14 in class

Chapter IV  Section 3
Exercises: 3.2, 3.3
Problems: 3.3

Chapter IV  Section 4
Exercises: 4.2, 4.3
Problems: 4.1
Additional problem for MTH563 students: problem 4.8


Assignment 7
Due: Thursday, March 24 in class

Chapter III  Section 5
Exercises: 5.1, 5.7
Problems: 5.1

Chapter IV  Section 1
Exercises: 1.3, 1.7
Problems: 1.2, 1.10
Additional problem for MTH563 students: problem 1.5


Assignment 6
Due: Thursday, March 10 in class

Chapter III  Section 4
Exercises: 4.5, 4.6
Problems: 4.4, 4.5, 4.6
Additional problem for MTH563 students: problem 4.9


Assignment 5

Due: Thursday, March 3 in class

Chapter III  Section 3
Exercises: 3.1, 3.2
Problems: 3.5, 3.8, 3.9
Additional problem for MTH563 students: problem 3.1


Assignment 4

Due: Thursday, February 24 in class

Chapter III  Section 1
Exercises: 1.2, 1.5
Problems: 1.2, 1.4

Chapter III  Section 2
Exercises: 2.1, 2.6
Problems: 2.2
Additional problem for MTH563 students: problem 2.1


Assignment 3

Due: Thursday, February 17 in class

Chapter II  Section 1
Exercises: 1.1, 1.2, 1.5
Problems: 1.5, 1.6
Additional problem for MTH563 students: problem 1.1


Assignment 2
Due: Thursday, February 10 in class

Chapter I  Section 3
Exercises: 3.2
Problems: 3.4, 3.5
Additional problem for MTH563 students: problem 3.7

Chapter I  Section 4
Exercises: 4.6, 4.7
Problems: 4.1, 4.4


Assignment 1

Due: Thursday, February 3 in class

Chapter I  Section 2
Exercises: 2.7, 2.8
Problems: 2.9, 2.11, 2.12
Additional problem for MTH563 students: problem 2.7


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