MATH 4336, Stochastic Processes, Spring 2017

Homework 6


Test 2 and solutions

Homework 5 and solutions

Homework 4 and solutions

Test 1 and solutions

Homework 3 and some solutions

Homework 2 and some solutions

Homework 1 and some solutions


INSTRUCTOR: Peter Olofsson

TEXT: Olofsson and Andersson, Probability, Statistics, and Stochastic Processes, second edition, Chapter 8.

EXAMINATION AND GRADING: The grade is based on two tests (60%), homework (10%),
and a final exam (30%). Grading scale: A: 90-100, B: 75-89, C: 60-74, D: 50-59, F: 0-49.

TEST DATES: TBD in class. Tests are take-home. Each test covers what has been done in class thus far.

HOMEWORK will be assigned regularly. You have to do all the homework problems but only turn
in the ones I ask for. Collaboration is allowed but everybody must turn in homework individually.

FINAL EXAM: Cumulative, take-home, dates TBD in class.

OFFICE HOURS: By appointment or drop by.

HONOR CODE: The tests and the final exam are under the Honor Code and must be pledged and signed.

OTHER: Attendance is mandatory at the lectures. Homework and additional course material will be posted
on this website.