HOMEWORK ASSIGNMENTS Smith Section ST 746

Spring 2005 HOMEWORK ASSIGNMENTS
for ST746-001 Smith Section

HW # 4, Due Mon Feb. 21
1) old quiz
2) old quiz
3) old quiz
4) old quiz
5) p 264, 4.E5.1
6) p 265, 4.P5.1
7) p 266, 4.P5.2
8) p 255, 4.E4.2
9) p 256, 4.P4.1 (Also draw state transition diagram)
10) p 258, 4.P4.6 (Also draw state transition diagram)

HW # 3, Due Wed Feb. 9 (Chinese New Year)
1) p 210, 4.E1.8
2) p 213, 4.P1.8
3) p 213, 4.P1.9
4) p 230, 4.E2.8
5) p 230, 4.P2.1
6) p 231, 4.P2.2
7) p 234, 4.P2.8
8) p 243, 4.E3.1 (Also draw state transition diagram)
9) p 243, 4.E3.2 (Also draw state transition diagram)
10) p 244, 4.E3.3 (Also draw state transition diagram)
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HW # 2, Due Mon. Jan. 31, 2005
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1) find eigenvalues for the 6 examples of 2 state processes passed out in class
2) p.114, 3.P3.4
3) p.114, 3.P3.6
4) p. 115, 3.P3.7 (also consider alpha 0 in your matrix)
5) p. 128, 3.E4.4
6) p. 128, 3.E4.5
7) p. 131, 3.P4.6(check your answer with p = 0,1/4,1/2,3/4,1)
8) p. 131, 3.P4.5
9) p. 130, 3.E4.9
10).p. 133, 3.P4.13

HW # 1, Due Friday Jan. 21, 2005
1. Skim Chapters 1 and 2 in text , prepare a list of topics with section numbers that you are uncomfortable with or unclear about
2. Photocopy the title page and abstract of FOUR journal articles that use stochastic processes. One in discrete time,discrete state; one in discrete time, continuous state; one in continuous time, continuous state; and one in continuous time, discrete state; label them as DTDS, DTCT, CTCS, CTDS
3. Basketball game plot : difference in score vs number of scores

 4. penny toss onto checkerboard

5) p 98, 3.E1.3
6) p 99, 3.E1.5
7) p 100, 3.P1.3
8) p 102, 3.E2.2
9) p 104, 3.P2.2
10) p 105, 3.P2.5

Spring 2005 HOMEWORK ASSIGNMENTS for ST746-001 Smith Section

Spring 2005 HOMEWORK ASSIGNMENTS
for ST746-001 Smith Section