1. Due Thursday, September 11 (you may ask for an extension if needed)
Exercises: 1.20, 1.25, 1.26, 2.1
Also make computations for any four out of eight characteristic functions on pages 21-22.
Bonus Exercises: 1.12, 1.23
2. Due Thursday, September 25 (you may ask for an extension if needed)
Exercises: 3.5, 3.10, 3.13, 3.18, 3.19, 3.23
3. Due Tuesday, October 14 (you may ask for a short extension if needed)
Exercises: 4.3, 4.5, 4.6, 4.10
Notes: 4.3 has a misprint, it should be: "... any measure lambda is absolutely continuous with respect to mu ...".
Bonus Exercises: 3.26, 4.1 and 4.4
4. Due Thursday, October 30 (you may ask for a short extension if needed)
Exercises: 5.1, 5.8, 5.9, 5.10, 5.15, 5.17
5. Due Tuesday, November 18 (you may ask for a short extension if needed)
Exercises: 4.14, 4.17, 4.18, 4.19, 4.21, 4.22
6. Due Tuesday, December 9 (no extension)
Exercises: 6.2, 6.3, 6.4, 6.5, 6.7, 6.8 (in the last two, consider countable state space only)