Course Information

Instructor
Jonathon Peterson
Office
430 Mathematical Sciences Building
e-mail
petersonmath math purdue edumath
phone
496-3578
Office Hours
Monday 3:00-4:00
Wednesday 2:00-4:00

Course syllabus
Grade information for the course is maintained at Blackboard Vista.

Supplemental Material

  1. A paper by Ronald Wolff proving the PASTA principle in a very general setup.
  2. 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