Math 6030/7030: Stochastic Processes
Instructor: Scott McKinley, [email protected]
MWF 12:00 - 12:50 pm in Dinwiddie Hall 102.
Markov processes in discrete and continuous time; Poisson and Birth/Dea
Math 6030/7030, Fall 2016, Homework 1
due Fri, September 9
These problems are due at the beginning of the class next Friday. Several problems will require
simulation.
1. (Norris 1.1.4) A flea hops abo
Markov Processes and Controlled Markov Chains
Markov Processes
and Controlled
Markov Chains
Edited by
Zhenting Hou
Research Department,
Changsha Railway University,
Changsha, China
Jerzy A. Filar
Scho
i
Essentials of Stochastic Processes
Rick Durrett
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atexpiry
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Almost Final Version of the 2nd Edition, December, 2011
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