## Stochastics: Code for Martingales

Code for branching processes: branching_proc.R Code for the Polya urn scheme: polya.R

## Stochastics: HW 5, due Wed April 2

This week’s problems are all directly from Durrett: Chapter 2, #32, 33, 52, 58 Hint:  For the chicken crossing the road problem, you may find Theorem 2.10 useful. UPDATE: It has been brought to my attention that the version of the textbook online has different numbers and one problem is missing altogether.  If you areContinue reading “Stochastics: HW 5, due Wed April 2”

## Stochastics: Some suggested theoretical exercises

These exercises are not required, but they are recommended for graduate students and others enrolled in the 5000-level of this class. Theoretical Exercises (pdf)

## Stochastics: Suggested Problems for Chapter 2

Practice with exponential random variables 2.1 – 2.3, 2.32 Comparison of multiple exponentially distributed random events 2.7, 2.8 Queueing Theory 2.9, 2.10 The Poisson Process 2.22, 2.23, 2.25, 2.27, 2.33

## Stochastics: HW 4 Solutions

HW 4 (pdf) HW4 Solutions (pdf) In these solutions I reference the use of Wolfram Alpha, (special section on matrix functions here).