Statistics 217: Introduction to Stochastic Processes

Professor Joseph Romano, romano@stanford.edu

Tuesday Thursday 11-12:15

Office Hours: 142 Sequoia Hall, scheduled for Tuesday 2:30-4 and Thursday 1:15-2:15

Teaching Assistants:

The teaching assistants for the course, their office room numbers, phone numbers, email addresses and office hours are as follows:

Nilanjan Mukhopadhyay: Room 237, extension 5-5953, nilanjnm@stanford.edu, Wednesday 1-2 and Thursday 2:35-3:35

Li Jin: Room 205, extension 5-6148, lijin@stanford.edu, Friday 3-5

Gen Nowak: Room 223A, 5-6150, gnowak@stanford.edu, Monday and Tuesday 4-5

The required textbook is Taylor and Karlin's book entitled, An Introduction to Stochastic Modeling, 3rd edition.

For a course syllabus, click on syllabus.

Problem Set 1: (Due Tuesday January 17) From Chapter 1: 2.3, 3.6, 4.5 (not 4.7 as the syllabus handed out in class said), 5.2; from Chapter 2: 1.7, 3.2, 4.1. Beware: At the end of each section, there are problems under the heading Exercises and problems under the heading Problems. Unless stated otherwise, the problems assigned fall under the heading Problems. Solutions will be HERE
Problem Set 2: (Due Thursday January 26) Click HERE Solutions will be HERE
Problem Set 3: (Due Tuesday Feb 7) Problems from Chapter 3 of the text: 8.2, 8.3, 9.1, 9.2, 9.5, 9.7, 9.10. Solutions will be Here
Problem Set 4: (Due Feb 16) Problems from Chapter 4: 1.13, 2.5, 3.2, 3.3, 4.1, 4.7, 5.2. Solutions are here.
The midterm is scheduled for February 21. Practice midterm questions are Here
Problem Set 5: (Due Thursday March 2)
Problems from Chapter 5: 1.5, 1.10, 2.3, 2.5, 3.2, 4.6, 4.8. Solutions are here.