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Unformatted text preview: Be sure this exam has 3 pages including the cover The University of British Columbia Sessional Exams – 2007-08 Term 2 Mathematics 419 Stochastic Processes Dr. G. Slade This exam consists of 7 questions worth 10 marks each. No calculators or other aids are permitted. Show all work and calculations and explain your reasoning thoroughly. 1. Each candidate should be prepared to produce his library/AMS card upon request . 2. Read and observe the following rules : No candidate shall be permitted to enter the examination room after the expiration of one half hour, or to leave during the first half hour of the examination. Candidates are not permitted to ask questions of the invigilators, except in cases of supposed errors or ambiguities in examination questions. CAUTION - Candidates guilty of any of the following or similar practices shall be immediately dismissed from the examination and shall be liable to disciplinary action. (a) Making use of any books, papers or memoranda, other than those authorized by the examiners. (b) Speaking or communicating with other candidates. (c) Purposely exposing written papers to the view of other candidates. The plea of accident or forgetfulness shall not be received. 3. Smoking is not permitted during examinations . April 22, 2008 Math 419 Final Exam Page 2 of 3 1. Consider simple random walk on Z 3 , taking steps ( ± 1 , , 0), (0 , ± 1 , 0), (0 , , ± 1) with probabilities 1 6 ....
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- Spring '11
- Math, Probability theory, Stochastic process, Markov chain, Xn, max Li