The first homework sheet, due September 11, 2008, is a review of basic probability. To get a head start on the course, you may want to do it before the semester starts!
The second homework sheet, due September 25, 2008, deals with discrete time Markov chains. ******Deadline extended to September 30 ***********
The third homework sheet, due October 21, 2008, deals with discrete time Markov chains and Poisson processes. The first 3 questions are good review for the mid-term on October 7.
The fourth homework sheet, due October 30, 2008, deals Poisson processes and THCTMC. It is a good review for the midterm on November 6.
The fifth homework sheet, due November 20, 2008, deals mainly with Martingales.
The last homework sheet, due December 4, 2008, deals mainly with Brownian Motion.