Math 554
Introduction to Stochastic Processes
Instructor: Alex Roitershtein
Iowa State University
Department of Mathematics
Fall 2013
Solutions to Homework #2
1.7
In what follows, the state j is xed throughout. We want to show that the probability of
avoi
Math 554
Introduction to Stochastic Processes
Instructor: Alex Roitershtein
Iowa State University
Department of Mathematics
Fall 2013
Solutions to Homework #1
0.4
The corresponding characteristic equation is
=
1
1 + 2 + 3 .
3
Notice that = 1 is a solution
Math 554
Introduction to Stochastic Processes
Instructor: Alex Roitershtein
Iowa State University
Department of Mathematics
Fall 2013
Solutions to Homework #3
1.15 (a)
For any state j = i, we have:
T 1
r(j ) = Ei
n=0
=
I Xn = k, n T 1
I (Xn = j ) = Ei
n=0
Math 554
Introduction to Stochastic Processes
Instructor: Alex Roitershtein
Iowa State University
Department of Mathematics
Fall 2012
Test #1
Student name:
Student ID:
This is a take-home exam. Please turn in no later than on Saturday, November 8th.
The e
Math 554
Introduction to Stochastic Processes
Instructor: Alex Roitershtein
Iowa State University
Department of Mathematics
Fall 2013
Test #1 (solutions to the sample)
1 [20 Points].
(a) Solve Exercise 1.5 in the textbook.
(b) A fair die is thrown repeate
Math 554
Introduction to Stochastic Processes
Instructor: Alex Roitershtein
Iowa State University
Department of Mathematics
Fall 2013
Test #1 (sample)
Student name:
Student ID:
This is a take-home exam. Please turn in during the class on (.).
The exam inc