IMPORTANT (added 9/12): The first midterm date has changed. The midterm will take place on October 25, during class time.

IMPORTANT (added 10/18): The second exam date has been set to December 11, during class time.

The first homework sheet, due September 13, 2007, is a review of basic probability. To get a head start on the course, you may want to do it before the semester starts! IMPORTANT (added 9/12): in question 2, assume X_1 and X_3 are independent.

The second homework sheet is due October 2, 2007. It covers a good deal of the material on Markov chains and serves as good preparation for the midterm.

The third homework sheet is due October 16, 2007. It covers a good deal of the material on Markov chains not covered in HW2, and serves as good preparation for the midterm.

The fourth homework sheet is due October 30, 2007. It covers Poisson processes and the beginning of continuous time Markov processes. IMPORTANT (added 10/27): Submission deadline extended to Thursday, 11/1/07.

The fifth homework sheet is due November 13, 2007. It covers continuous time Markov processes.

The sixth homework sheet is due November 27, 2007. It covers Brownian motion and some review.