HOMEWORK ASSIGNMENTS
for ST746-001 Smith Section
HW # 1, Due Wed Jan 16
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
Indicate what the time index is and its units.
Indicate what the state space is and its units.
3. Basketball plot for a BB game you listen to or watch
4. penny toss probability calculation
HW # 2, from text Due
1) p 98, 3.E1.2
2) p 98, 3.E1.3
3) p 99, 3.E1.5
4) p 100, 3.P1.3
5) p 102, 3.E2.1
6) p 102, 3.E2.2
7) p 103, 3.E2.3
8) p 103, 3.E2.6
9) p 104, 3.P2.2
10) p 105, 3.P2.5
HW # 3, from text Due
1) p 114, 3.P3.4
2) p 114, 3.P3.6
3) p 115 , 3.P3.7
4) p 128, 3.E4.4
5) p 128, 3.E4.5
6) p 131, 3.P4.6 (check your answer with p=0, 1/4,1/2,3/4,1)
7) p 131, 3.P4.5
8) p 130 , 3.E4.9
9) p 130, 3.P4.3
10) p 150, 3.P5.1
HW # 4, Due
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)
HW # 5, Due
1) p 149, 3.E5.6 (Note: k is the AMOUNT of each bid you receive) Does
your answer make sense intutitively? Also redo the problem with $100
replaced by $1000, why are the answers so different?
2) p 167, 3.E6.2
3) p 167, 3.E6.4 (also redo the problem with the second row changed from
(.3, 0 ,.7, 0) to (.05, 0, .95, 0) and comment on difference in mean
time to absorption).
4) p 244, 4.E3.4 (Also draw state transition diagram)
5) p 255, 4.E4.2
6) p 255, 4.E4.3
7) p 256, 4.P4.1
8) p 264, 4.E5.1
9) p 265, 4.P5.1
10) (11 state process) handed out in class
HW # 6, Due
1) weather problem
2) p275, 5.E1.7
3) p275, 5.E1.8
4) p275, 5.P1.1
5) p276, 5.P1.4
6) p277, 5.P1.6
7) p277, 5.P1.8
8) p277, 5.P1.9
9) p277, 5.P1.10
10) p278, 5.P1.12
QUIZ 1 on
HW # 7, Due
1) p288, 5.P2.5
2) p289, 5.P2.7
3) p289, 5.P2.9
4) p296, 5.P3.2
5) p296, 5.P3.3
6) p296, 5.P3.4
7) p296, 5.P3.5
8) p297, 5.P3.8
9) p308, 5.E4.2
10) p310, 5.P4.8
HW # 8, Due
HW # 9, Due
Quiz 2:
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HW # 10, Due
HW # 11, Due
HW # 12, Due