Week | Topic | Homework | Solution | Comments |
1 | Introduction | Homework 1 – Biased random walk. | Solution 1. | |
2 | Probability review | Homework 2 – Binomial, Poisson, and Normal. | Solution 2. | |
3 | Probability review | Homework 3 – Decision making. | Solution 3. | |
4 | Markov chains | Homework 4 – Branching processes. | Solution 4. | |
5 | Markov chains | Homework 5 – Aloha. | Solution 5. | |
6 | Comm. networks and PageRank | Homework 6 – Google’s PageRank. | Solution 6. | |
7 | Continuous time Markov chains | Homework 7 – Poisson Processes. | Solution 7. | Midterm week |
8 | Continuous time Markov chains | Homework 8 – Insurance cash flow. | Solution 8. | |
9 | Queuing theory | Homework 9 – Wireless traffic modeling. | Solution 9. | |
10 | Biochemical reactions | Homework 10 – Lac operon. | Solution 10. | |
11 | Gaussian processes | Homework 11 – White Gaussian noise. | Solution 11. | |
12 | Arbitrages | Homework 12 – Arbitrages. | Solution 12. | Thanksgiving week |
13 | Pricing of stocks and options | Homework 13 – Pricing of stock options. | Solution 13. | |
14 | Stationary processes | Homework 14 – Linear filtering. | to be posted | |