Course Information
|
Course syllabus
Grade information for the course is maintained at Blackboard Vista.
Supplemental Material
- A paper by Ronald Wolff proving the PASTA principle in a very general setup.
- Some notes containing rigorous proofs of the Theorems I proved in class regarding the formula for stationary distributions of continuous time Markov chains and the fact that the stationary distribution gives the fraction of time spent in each state.
Homework Assignments
Week | Problems | Due |
---|---|---|
1 |
Book: 1.1, 1.2, 1.7 Additional Problems |
January 20 |
2 |
Additional Problems |   January 27 Hint for 2.1 Solutions |
3 |
Book: 1.8(a,c), 1.9(a,c), 1.10(a), 1.14(a,b,c) Please compute all stationary distributions by hand (you can use technology to check your work). Additional Problems |
  February 3 Solutions |
4 |
Book: 1.13, 1.17, 1.27, 1.37, 1.45, 1.48a, 1.49 Additional Problems |
  February 10 |
5 |
Book: 1.16, 1.48b, 1.60 Additional Problems |
  February 17 Solutions |
6 |
Book: 1.56, 1.62, 1.72, 1.75, 1.76 Additional Problems |
  February 22 (Wednesday) |
7 |
Book: 2.9, 2.10, 2.13, 2.22, 2.25, 2.30 Additional Problems |
  March 2 |
8 |
Book: 2.28, 2.35, 2.38, 2.42, 2.48, 2.51, 2.60 Additional Problems |
  March 9 |
9 |
Additional Problems |   March 23 |
10 |
Book: 3.3, 3.7, 3.14, 3.18 Additional Problems |
  March 30 Solutions |
11 |
Book: 3.19(a,b), 3.22, 3.23 Additional Problems |
  April 6 |
12 |
Book: 4.2, 4.12, 4.14 Additional Problems |
  April 13 Book solutions |
13 |
Book: 4.22, 4.23, 4.24 Additional Problems |
  April 20 Solutions |
14 |
Book: 4.25, 4.28 Additional Problems |
  April 27 |