Stochastic Processes 2
Fall 2006


Meetings: 8:45-10:30 Thursday in HELIX OOST 2.91
Instructors: Ivo Adan
office: HG 9.07
telephone: 247 2932
e-mail: i.j.b.f.adan@tue.nl
Richard Bakker
e-mail: r.f.bakker@student.tue.nl
Office Hours: After class
or when I am in
Examination: The course evaluation will be based on:
  1. Seven best out of 9 homeworks (20%)
  2. Written exam (80%)
Text: Introduction to Probability Models
Academic Press, 8th ed., 2003
Sheldon M. Ross

Course outline from week to week

  1. Sec. 6.1, 6.2, 6.3
  2. Sec. 6.4
  3. Sec. 6.5, 6.8, 6.7
  4. Sec. 4.7
  5. Sec. 7.1, 7.2
  6. Sec. 7.3
  7. Sec. 7.4, 7.5
  8. Sec. 8.1, 8.2
  9. Sec. 8.3

Homework exercises from week to week

  1. Week 1
  2. Week 2
  3. Week 3
  4. Week 4
  5. Week 5
  6. Week 6
  7. Week 7
  8. Week 8
  9. Week 9

Solutions

  1. Week 1
  2. Week 2
  3. Week 3
  4. Week 4
  5. Week 5
  6. Week 6
  7. Week 7
  8. Week 8
  9. Week 9

Previous exams

  1. August 16, 2000
  2. July 3, 2001
  3. July 2, 2002 (solution)
  4. November 20, 2002
  5. November 19, 2003
  6. November 24, 2004 (solution)
  7. January 20, 2005 (solution)
  8. November 24, 2005 (solution)
  9. November 20, 2006 (solution)