Here are the solutions to the second set of practice problems. The solutions appear below.
Here are some more practice problems for the final. I will post the solutions next week.
Here are the previous practice problems. The solutions are posted below but don't look at these until you have done the problems.
Here is the midterm.
I have posted assignment Four. It is due next Thursday.
Here is a link to a tutorial on second order linear difference equations.
Here are some solutions:
The text for this course is Probability and Random Processes, 3rd edition, by Geoffrey Grimmett and David Stirzaker, Oxford University Press. We will cover the first five chapters and portions of the sixth and thirteenth chapter of the text. Topics will include probability spaces, random variables, probability distributions, generating functions, law of large numbers and the central limit theorem, random walks, discrete and continous Markov processes, Brownian motion.
Prerequisites: The prerequisites for this course are single variable and multivariable calculus, including sequences and series, partial derivatives and multiple integrals.
Exams: We will have a small quiz, a one hour midterm exam, and a two hour final exam. There will be NO MAKEUPS. The final exam will be on the last day of class, June 25. The final exam will be cumulative, but skewed toward the last half of the term.
Homework: The homework will be due once a week. I will post the homework assignments on the course webpage.
Grading: The quiz will be worth 10 % of your grade, the midterm exam is worth 30 %, the final exam is worth 45 %, and the homework is worth 15 %.
Office/Office Hours: Tuesday/Thursday 5:00-6:00.
T.A.: There will be a T.A. for the course. I will announce his office hours once they are known.