Stochastic Processes and Their Applications
Spring 2008 - Home Work

  Subject HW Solution Comments
0 Probability and Math Review HW_0.pdf HW_0_SOLUTION_v1.pdf Due: 6.6.08.

The following items are bonus (5% each):

  • Bonus at end of of 1.3 (trapezoid method).
  • Questions 2.2 and 2.3.
  • Question 3.2 - Calculation of expectation by definition.
  • Question 3.5.
1 Intro to Stochastic Processes and DTMC HW_1.pdf HW_1_SOLUTION_v1.pdf Due 13.6.08.

Note: A mistake in exercise 2 was corrected.
Note: Sorry - a second mistake in exercise 2 was corrected
(Change Cos() to Sin() ).

2 Modeling using DTMC HW_2.pdf HW_2_SOLUTION_v1.pdf
exercise_2_solution.xls
Due 20.6.08.
3 Calculations related to DTMC HW_3.pdf HW_3_SOLUTION_v1.pdf Due 27.6.08.
4 DTMC Summary HW_4.pdf HW_4_SOLUTION_v1.pdf Due 4.7.08
5 CTMC HW_5.pdf HW_5_SOLUTION_v1.pdf
exercise_1_solution.xls
Due 11.7.08
6 CTMC continued HW_6.pdf HW_6_SOLUTION_v1.pdf Due 1.8.08   - Put in Yoni's Cabinet or by e-mail
7 Queueing Systems HW_7.pdf HW_7_SOLUTION_v1.pdf Due 1.8.08   - Put in Yoni's Cabinet or by e-mail
8 Optimal Design HW_8.pdf HW_8_SOLUTION_v1.pdf Due 1.8.08   - Put in Yoni's Cabinet or by e-mail