MATH4240 Stochastic Processes, 2012-13, 2nd term

Announcement

• The 1st homework are questions 1,2,3,4,5,6,7,8,9,10,11,13,15,17,18, start from page 41, please do the colored questions and hand it in by Feb 5th, 2013.
• The 1st quiz will be held on Feb 5th in class.
• The 2nd homework are questions 20,24,25,26,27,28,29,30,31,32,33,34,36,37,38, start from page 41, please do the colored questions and hand it in by Feb 26th, 2013.
• The 2nd quiz will be held on Feb 26th in class.
• The 3rd homework are questions 1,2,3,4,5,6,7,8,10,11,12,14,15,19,20,22,23, start from page 80, please do the colored questions and hand it in by March 19th, 2013.
• The midterm will be held on March 19th, Tuesday, starting from 8: 45 am, and lasts for 1.5 hours.
• The last two questions in homework 3 will not be graded, for it requires the knowledge of periodic chain which have not yet been mentioned in class.
• The 4th homework are questions 3,4,5,6,7, start from page 107, hand it in by April 16th, 2013.
• The 3rd quiz will be held on April 16th in class.
• Prof. Lau will cancel the class on April 9th, Tuesday. And he will use the tutorial class on April 11th, Thursday, to make up the class together with his own section, i.e., start at 8:45 am for two sections.
• The 5th homework are questions 1,2,10,12,16,17,18,21, start from page 107.
• One student didn't assign his/her name or id on homework 4 paper, please email to ygdu@math.cuhk.edu.hk in order to get your grades recorded.

General Information

Textbooks

• Introduction to Stochastic Processes, Hoel, Port and Stone

References

• Essentials of Stochastic Processes, Durrett (many applied examples)
• Introduction to Stochastic Processes, Lawler (condense, a good book)
• Basic Stochastic Processes, Brzezniak and Zastawniak (more theoretical)
• Denumerable Markov chains, Wolfgang Woess (more topics on Markov chains)

Tutorial Notes

• Tutorial Notes 1
• Tutorial Notes 2
• Tutorial Notes 3
• Tutorial Notes 4
• Tutorial Notes 5
• Tutorial Notes 6
• Tutorial Notes 7
• Tutorial Notes 8
• Tutorial Notes 9
• Tutorial Notes 10
• Tutorial Notes 11

Solutions

• Solutions of Homework 1
• Solutions of Quiz 1
• Solutions of Homework 2
• Solutions of Quiz 2
• Solutions of Homework 3
• Solutions of Mid-term
• Solutions of Homework 4
• Solutions of Homework 5
• Solutions of Quiz 3

Assessment Scheme

Honesty in Academic Work

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and thereby help avoid any practice that would not be acceptable.