PSTAT 160 Winter2008
Stochastic Process
Office hours: Wed, 10:00-11:00am
Class hand-outs:
chapter1 Probability review
chapter 2 Simulation
Homework:
Hw #1
Hw #2: (all chapter 5), Pb 16, (note the similarities and differences with
ex. 5.8 seen in class) pb 25, pb 37 Sol
Hw #3: (all chapter 5) Pb 59, Pb 62, a,b,c; Pb 66, Pb 67
Hw #4 Solution
Discussion Sessions:
Week 1
Week 3 (chapter 5)
Midterm
Practice final
Short review questions
Review Problems solution
Computing related informations:
1 ) You can access my Matlab programs here
2) Matlab & Octave
To do your homework or just learn Matlab, you have two options: go
to either of the LSIT labs, for more
info clik here.
Alternatively, you can instal Octave on your own machine. Octave is a GNU
license software (free), which may not be quite as friendly as Matlab, but
it shares the exact same syntax, is free(!!!) and has many add ons (Statistics,
Financial etc...)
Basic instructions to install Octave:
Go here
to get the sourceForge version, and take the latest realse, or alternatively
the 2.9.19 version. I have tested version 3.0.0 and it works fine for me.
Download and follow the intructions to install. I've used the gnuplot version
of the graphics. Then double click on the Octave icon to start using the program.
Fisrt time is a bit slow to start.
To indicate comands you shoud type at the prompt, I wite them
in between brackets [ ] (don't type the brackets!)
To edit/open a file type [edit]. The text editor SciTE should open. Then you
can open any file as usual on Windows.
You should create a directory to put your files, for example in ``My Document''
create ''Matlab''. Suppose your username is "yourname". A file will
have any names with a ''.m'' extension, say fun.m and then you can call the
function coded in that file by typing [fun] at the prompt. The catch is that
Octave needs to be able to find them! Start Octave and type [addpath('C:\Documents
and Settings\yourname\My Documents\matlab')]
You can download the Matlab files from link given in 1) above and save them in the directory you just created (Matlab here). Now you open them using SciTE, run them by calling their name (without the .m) from the command promt, or even start wrinting your owns programs.
4) Other Campus Labs:
Matlab is also available in most Instructional Computing labs in Phelps hall.
You just log-in with as for your Umail account. You can check
the schedule to make sure there is not a class using the room at the time
you plan to go.
5) Links for help on Matlab:
Technical documentation.
The best is to start by browsing here.
Printable manuals in pdf format are availlable as well here.
Other resources:
MIT Chem. eng. and Math
UDel Both are good summaries.
The web is full of such documentation. Just use google
or any search engine.
Last update:
June 10, 2008