Greg Lawler, 128B Physics Bldg, Monday and Tuesday, 1:15 - 2:15, and by appointment
Lawler, Introduction to Stochastic Processes, Chapman and Hall
Chapter 1, 4 lectures
Chapter 2, 4 lectures (including 0.3)
Chapter 3, 3 lectures
Chapter 4, 2 lectures
Chapter 5, 4 lectures
Chapter 6, 2 lectures
Chapter 7, 2 lectures
Chapter 8, 4 lectures
Chapter 9, 2 lectures
There will be homework assignments due every week (on Tuesday), plus a large assignment at the end of the course. There will be no in-class tests or final; grading is based soley on the homework. It is expected that students have access to some software that will do matrix computations and that students can program in some language (including use of a random number generator). The homework assignments will be announced in class and will be posted on the home page for the class:http://www.math.duke.edu/~jose/math240.html
HW 1 (due January 16): 1.1, 1.2, 1.3
HW 2 (due January 23): 1.5, 1.6, 1.7, 1.9, 1.12, 1.13 (a) - (c)
HW 3 (due January 30): 1.8, 1.10, 1.11, 0.2, 0.3
HW 4 (due February 6): 2.1, 2.2, 2.3, 2.4, 2.10
HW 5 (due February 13) 2.6, 2.7, 2.9, 3.1, 3.2
HW 6 (due February 20) 3.5, 3.7, 3.8, 3.9, 3.10
HW 7 (due February 27) 3.12, 4.1, 4.2, 4.3, 4.4
HW 8 (due March 5) 5.2, 5.3, 5.4, 5.5, 5.9, 5.10
HW 9 (due March 19) 5.6, 5.7, 5.8, 5.12, 5.13
HW 10 (due March 26) 6.1, 6.2, 6.3, 6.5, 6.6
HW 11 (due April 2) 8.1, 8.2, 8.3, 8.5, 8.8
HW 12 (due April 9) 8.4, 8.6, 8.7, 8.9, 8.10
HW 13 (due April 16) 9.1, 9.2, 9.3, 9.4
FINAL PROBLEM SET: Will be handed out on Thursday April 18 and will be due by 5:00 pm Friday, May 3
Answers in postscript format
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Last modified: 9 April 96