INFORMATION for ST/MA 746-001 Smith Section

Spring 2013


Syllabus and Tenative Lecture Outline

Lecture Summaries 


latex template by Lucia 1
latex template by Lucia 2

Jan 10  Jennifer Wei
Jan 15 Lucia Gjeltema
Jan 15 Bo and Ci problem
Jan 17 Raywat Tanadkithirun ___________________________________________
Jan 22 Putu Ayu Gatrani S.
Jan 24 Tam Huynh
Jan 29 Wei
Jan 31 Tam
Feb 05 Putu Ayu Gatrani S.
Feb 07 Jennifer WEI
Feb 12 Lucia Gjeltema
Feb 28 Edward Wei
Mar 12 Ray
April 16 Dario Ackerman
April 18 Dario Ackerman
Maple demo 1

find steady state distribution:

%DEMO for section 4.1
% HW4 Problem 4.1.7 Find limiting distribution;
P = [.1,.2,.3,.4; 0, .3, .3, .4; 0, 0, .6, .4; 1, 0, 0, 0] %create the matrix P
MONE = ones(4,4) %create the 4 by 4 matrix with all elements being 1
ONE = ones(1,4)
IM = eye(4)
PI = ONE * inv(P + MONE - IM)
%another way to generate MONE:
%1. MONE = toeplitz([1,1,1,1])
%2. MONE = ONE' * ONE
P =
0.1000 0.2000 0.3000 0.4000
0 0.3000 0.3000 0.4000
0 0 0.6000 0.4000
1.0000 0 0 0
MONE =
1 1 1 1
1 1 1 1
1 1 1 1
1 1 1 1
ONE =
1 1 1 1
IM =
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
PI =
0.3175 0.0907 0.3061 0.2857

Quiz Dates

quiz 1   take home   do problems 5 and 6 , plus highest  3 scores from problems 1,2,3,4  quiz 1
Solutions problems 1 to 5
Problem 6 (large matrix)
quiz 2
part 1

part2

part 3

Quiz 2 solutions

computer queue problem

final exam

Homework Assignments

Homework1 solution

lost dog solution

Project Pluto solution

Homework2 solution

Homework3 solution

Homework4 solution

Homework5 solution

Section 6.6 solutions and random sums

Homework6 CONVOLUTION solution

Homework6 Poisson solution

Homework7 Problem 1 solution

Homework 7 solution

Homework  Poisson simulation solution


_______________________________________________________ FOR SOFTWARE DEMOS and copies of lecture summaries see Meng' link
http://www4.ncsu.edu/~mli9/TA/ST746%282012Spring%29/ST746%20Software.html

Prof. Ghosal's notes part 1:stochastic processes

Prof. Ghosal's notes part 2: renewal processes