This page will be updated at least once a week during the course.
Please bookmark it and come to visit it often for up to date
information.
Last updated 08/04/99
The page you are reading now is located on the website
http://www.contrib.andrew.cmu.edu/usr/bd24/prob/index.html
| Primary Instructor: Bogdan Doytchinov Wean Hall 6213 (412)268-6828 bd24+@andrew.cmu.edu |
Secondary Instructor: Steven E. Shreve Wean Hall 6303 (412)268-8484 shreve@cmu.edu |
Teaching Assistant: Mingxin Xu Wean Hall 6207 (412)268-3187 mxu@andrew.cmu.edu |
Fax number of the Dept. of Math. Sci.: (412) 268-6380
| HOMEWORK 1 | Due July 20 in class. | Chapter 1, pages 20-23. | Exercises 2, 3, 5,7. | Solutions |
| corrections: In Exercise 5, line 8, "down up" should be just "up" In Exercise 5, line 9, the subscripts of S and V in the ratio shoud be 3, not 2. In Exercise 7, line 2, it should be d=1/2, not 1. In Exercise 7, the subscripts of Y on line 5 and of v on line 8 should be 3, not 4. Sorry for the inconvenience. |
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| HOMEWORK 2 | Due July 27 in class. | Chapter 2, page 55. | Exercises 1,2,3,4. | Solutions |
| remark: In Exercise 3, prove just the first 4 properties of Theorem 3.1; don't prove the conditional Jensen's inequality. |
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| HOMEWORK 3 | Due August 3 in class. | Chapter 2, pages 56-59. | Exercises 5,6,9,10. | Solutions |
| HOMEWORK 4 | Due August 10 in class. | Chapter 2, pages 60-61. | Exercises 11,13. | |
| Chapter 3, pages 87-88. | Exercises 2,4. | Solutions | ||
| reminder: You must turn in homework 4 by August 10. No late work will be accepted. |
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There are two sections of the course. The London section will meet 1:00--2:30 Pittsburgh time, which is 6:00--7:30 London time. The New York section will meet 5:30--7:00 Pittsburgh time. Pittsburgh students may attend either section.
There will be the following scheduling anomalies:
| Tues., July 13 | There will be no London section. (Statistics will fill this slot.) |
| The New York section will meet 5:30-8:30. | |
| Thurs., July 15 | There will be no New York section. (Statistics will fill this slot.) |
| The London section will meet 1:00-4:00. | |
| Tues., July 27. | The London section will be taught in London by S. Shreve. |
| B. Doytchinov will teach in Pittsburgh at 1:00 and 5:30, as usual. | |
| Thurs., July 29. | The New York section will be taught in New York by S. Shreve. |
| B. Doytchinov will teach in Pittsburgh at 1:00 and 5:30, as usual. | |
| Tues., Aug. 10. | Statistics final exam day. No mathematics classes for New York nor London. |
| Thurs., Aug. 12. | Mathematics final exam day, |
| 1:00-4:00 for London section, | |
| 5:30-8:30 for New York section. |
Recitations will be held on Saturdays, in the FAST Lab. The London section will meet at 10:00am Pittsburgh time, which is 3:00pm London time. The New York section will meet at 4:00pm Pittsburgh time. Pittsburgh students may attend either section.
Homeworks will be posted on this website at least one week before their due dates (see top of this page).
Homeworks will be accepted up to a week late, but the maximum amount of credit which can be obtained declines linearly (10% per day) with increasing lateness. Moreover, the August 10 homework will not be accepted late because solutions will be posted immediately, in preparation for the August 12 exam.
The teaching assistant will grade half the problems on the homework assignments. Solutions to all the problems will be posted on the website. All the problems on the final exam will be graded.