Math 6030/7030: Stochastic Processes
Instructor: Scott McKinley, smckinl3@tulane.edu
MWF 12:00 - 12:50 pm in Dinwiddie Hall 102.
Markov processes in discrete and continuous time; Poisson and Birth/Death processes;
Queuing models; Martingales and Branching
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 about at random on the vertices of a triangle, with all ju
Stochastic Processes
Math 6030 / 7030, Fall 2016
Instructor: Scott McKinley
E-mail: scott.mckinley@tulane.edu
Webpage: http:/randommath.net
Office Hours (Gibson Hall 427)
Wed 11 am - noon
Thurs 1 - 3 pm
Text
Markov Chains by JR Norris
Course Objectives
Ma
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
School of Mathematics,
University of South Australia,
Mawso
i
Essentials of Stochastic Processes
Rick Durrett
70
10Sep
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10Jun
10May
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atexpiry
40
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10
0
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Almost Final Version of the 2nd Edition, December, 2011
Copyright 2011, All rights reserved.
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Preface
Between