Reading Assignment 1: Read Section 1 of lecture notes.
Assignment 1 (Posted Apr.12)
Assignment 1 Solutions (Posted May 1)
Reading Assignment 2: Read Section 1, Chapter 3 of Asmussen's text for more detail on queueing theory and the G/G/1 queue. Also, read Section 2 of the course lecture notes regarding discrete time Markov chains.
Reading Assignment 3: Read Section 1, Chapter 13 of Asmussen's text for more detail on change of measure.
Assignment 2 (Posted Apr.26)
Assignment 2 Solutions (Posted May 18)
Reading Assignment 4: Read Chapter 1 (Sections 1.1 to 1.4) and Chapter 6 of Asmussen's text, as well as Sections 3-5 of the course lecture notes.
Assignment 3 (Posted May.6)