310C: HOMEWORK SETS 2010
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310c: Homework Sets 2010
Homework rules:
Arguments should be precise, concise and correct. We expect
rigorous and complete proofs. Answers should be clean and legible. Please use a
separate sheet of paper for each problem (easier for you to work with, and easier to
grade), and
staple together all the sheets you hand in.
Submit solutions only for 32
of the 40 assigned exercises (only the first 32 exercises you submit will be graded).
When solving one exercise you may cite any other exercise, without proving it.
Problems can be solved in a group effort, but students should
independently
write
their own solutions!
Homework 1: due April 6th.
Review the setting and construction of Kolmogorov’s extension theorem (in Sec
tion 1.4.2), as well as Definition 3.4.8 of the Poisson process and the definition
and main properties of Gaussian random vectors (from Section 3.5).
Then, read
everything in Sections 7.1–7.2 that was not covered in lectures by Apr. 2nd.
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 Spring '09
 Markov chain, Andrey Markov, Random walk, homework sets

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