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IMEN666 Applied Stochastic Processes
Spring 2014
Final Exam
Date : Friday 06/20/2014
Time : 10:00am 12:00pm
Closed book, open notes, absolutely NO discussing
Write down your answer in the most simplified form as possible (but do not skip
important procedu

IMEN666 Applied Stochastic Processes
Spring 2016
Homework4 Solution
1. (Problem 4.1)
Future state Xn+1 depends on only present state Xn , so cfw_Xn , n 1 is a Markov chain. The
transition probabilities cfw_Pij are:
S Dn+1 0 for i < s, j = 0
= Pij =
X
k
k

IMEN666 Applied Stochastic Processes
Spring 2016
Homework5 Solution
1. (Problem 5.4)
Let Ti be the time between (i 1)st birth and ith birth. Then SN =
PN
i=1
Ti means the time to go
from size 0 to size N . But cfw_Ti , i 1 are independent and Ti exp(i1 )

IMEN666 Applied Stochastic Processes
Spring 2015
Final Exam
Date : Friday 06/18/2015
Time : 9:30am 10:45am
Closed book, open notes, absolutely NO discussing
Write down your answer in the most simplified form as possible (but do not skip
important procedur