MthSc 441: Introduction to Stochastic Models

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General Information

• Course Information (rev 01/08/08)
  (including syllabus, grading, text, and attendance information).

Homework Problems

1. Assignment #1 (due 1/24/08): Chapter 1 -- Exercises 8, 14, 21, 33, 44; solutions
2. Assignment #2 (due 2/7/08): Chapter 2 -- Exercises 13, 25, 33, 60; Chapter 3 -- Exercises 3, 12, 15, 41[also determine variance]; solutions
3. Assignment #3 (due 2/28/08): Chapter 4 -- Exercises 8 [clearly define states], 20, 24, 57 [be careful when p = 0.5], 66 solutions
4. Assignment #4 (due 3/13/08): Chapter 5 -- Exercises 4, 6, 32 [suppose time spent on each job is exponential with mean a], 57 solutions
5. Assignment #5 (due 4/01/08): Chapter 5 -- Exercise 78; Chapter 6 -- Exercises 9, 13, 14, 15 solutions

Exams

• Test 1 (February 14, 2008) outline and solutions
• Test 2 (April 15, 2008) outline and solutions
• Final Exam (April 28, 2008 from 6:30-9:30) outline and formula sheet
  • The formula sheet will be provided; no calculators or notes

Examples

• Fradulent Returns
• Let's Make a Deal
• Some Distributions: Poisson, Exponential, Gamma
• Transition Probabilities
• Classifying States
• Limiting Probabilities
• Gambler's Ruin
• A Poisson Process

Other Links

• Monte Hall Problem
• Bayesian Spam Filters
• SOCR Distribution Plotter
• Markov Chain Simulator
• Gambler's Ruin Simulation
• M/M/1 Queue Simulation
• M/M/k Queue Simulation
• Birth-Death Process Simulation