Text Geoffrey Grimmett and David Stirzaker Probability and Stochastic processes.
| Section | Problems | Due |
| 6.1 Markov processes | 6.1.2, 6.1.7, 6.1.8 | February 18 |
| 5.3 and 5.10 Random walk | 5.3.1, 5.12.7 | February 18 |
| 5.4 Branching processes | 5.4.1, 5.4.2 | February 18 | 6.2 Classification of states | 6.2.1, 6.2.5 | March 5 |
| 6.3 Classification of chains | 6.3.1, 6.3.4 | March 5 |
| 6.4 Stationary distribution | 6.4.6, 6.4.7 | March 5 |
| 6.6 Chains with finitely many states | 6.6.8 | March 5 |
| 6.8 Birth processes | 6.8.4 | March 12 |
| 6.9 Continuous time Markov processes | 6.9.1, 6.9.9 | March 12 |
| 6.11 Birth-death processes | 6.11. 3 | March 12 |
| 8 Random processes | 8.2.1, 8.4.3, 8.5.3 | April 16 |
| 9 Stationary processes | 9.7.2, 9.7.3, 9.7.15 | April 16 |
| 11.1-11.5 Queues | 11.8.1, 11.8.6, 11.8.8 | May 12 |
| 12.5 Optimal Stopping | 12.5.7, 12.5.8 | May 12 |
| 13.1-13.4 Brownian Motion and Diffusion processes | 13.12.3, 13.12.4(*) | May 12 |