APPM 4/5560 - Fall 2011: Markov Processes, Queues, and Monte Carlo Simulation

APPM 4/5560 - MARKOV PROCESSES
Department of Applied Mathematics

University of Colorado - Boulder

Fall 2011

Lecturer: Manuel Lladser
E-mail*: just like your CU e-mail but with my last name before the @
Office: ECOT 232
Lecture: MWF 2-2:50pm @ BESC 185
Office hours: M 4:30-5:30pm; TW 11:30am-12:30pm

*:Please use as Subject the sentence APPM 4/5560 - Fall 2011:, followed by 0-3 keywords describing the main content of the e-mail.
E-mails that do not follow the previous guideline may not be acknowledged!

Course Blog:

Refresh this page everytime you visit it (!)

Course Schedule

DEC/15: The course is closed and final grades have been submitted.
DEC/13: The answerkey for Exam #3 is posted on the course schedule.
DEC/09: The final exam room is posted on the course schedule.
DEC/02: The answerkey for Homework #8 is posted on the course schedule.
NOV/28: The answerkey for Homework #7 is posted on the course schedule.
NOV/07: Suggested practice problems for Exam #3 are now posted in the course schedule.
The updated course schedule for weeks 12-15 is now posted.
Please download Lab #2, which is due on Wednesday, Nov/30.
OCT/31: The answerkey for Homework #6 is posted on the course schedule.
OCT/25: Suggested practice problems for Exam #2 are now posted in the course schedule.
The answerkey for homework #5 is posted on the course schedule.
OCT/13: The answerkey for homework #4 is posted on the course schedule.
OCT/03: Please note the date and content change of homeowok #4 and #5.
Please download Lab #1, which is due on Monday, Oct/24.
SEP/30: The answerkey for Exam #1 is posted on the course schedule.
SEP/27: The answerkey for the suggested homework problems before Exam #1 is posted on the course schedule.
SEP/21: Suggested practice problems for Exam #1 are now posted in the course schedule.
Please note the content change for exams #1 and #2. Exam #1 will cover only up to section 1.4 (inclusive).
SEP/20: The answerkey for Homework #3 is posted on the course schedule.
SEP/13: Please note that Homework #3 will cover only the problems from Sep/02-Sep/12.
SEP/09: Note the content change for Homework #3.
The password protected answerkey for Homework #2 is posted in the course schedule.
AUG/31: The password protected answerkey for Homework #1 (check your e-mail) is posted in the course schedule.
AUG/24: Office hours have been fixed (based on office hours poll).
For the rest of this week only, office hours via appointment!
AUG/23: Please note the classroom change starting tomorrow Wednesday.
Also, remember to please fill out the office hours poll before lecture tomorrow if you would like your time preferences to be taken into account!
AUG/22: Welcome to class! & don't forget to fill out the office hours poll I e-mailed to you.
Please check this webpage often for updates.

Course Information:

Description: This course consists of a brief review of conditional probabilities and expectation followed by a study of Markov chains, both in discrete and continuous time. Queing theory, terminology, and single queue systems are studied with some introduction to networks of queues. Monte Carlo simulation techniques of random variables throughout the semester will be discussed and used to gain insights into the processes under study.
Prerequisite: APPM 3570 (Applied Probability) or equivalent.
Textbook: Essentials of Stochastic Processes by Richard Durrett. Other suggested references: (i) Simulation, 3rd ed, by Sheldon Ross, and (ii) Introduction to Probability Models, 7th ed, by Sheldon Ross.

Blue books: Each student is responsible to bring an unused blue book at the beginning of each exam. Please do not write anything (including personal information) in the bluebook you bring because they will be randomly assigned right before each exam.

Homework/Lab/Exams: Each homework will be worth 15 points, each lab 100 points, and each exam 100 points. The two lowest homeworks grades will be replaced by the average of all the homework. Students will be delivered a small piece of colored paper to take notes during office hours. Homework and labs are always due at the beginning of lecture. Students registered for APPM 4560 are encouraged to work in groups of up to three members for each lab. Students registered for APPM 5560 must solve each lab on their own.
Lecture interruptions: Laptops, cellphones and any communication devices should be turned off and put away during lecture.

Illness: If you become sick during an examination or, during an extensive period prior to when a homework set is due, please bring a note from your doctor verifying your illness. Your doctor's note should clearly specify the time frame (start and ending date) where you were unable to comply with your school obligations. For additional information see Special Accomodations in Addendum.
Final grade policy: Approximate grade lines will be based on the following 10%-curve-letter grade system:
   A is warrantied for (overall percentage) >=90%,
   B is warrantied for (overall percentage) >=80%,
   C is warrantied for (overall percentage) >=70%,
   D is warrantied for (overall percentage) >=60%,
   F is warrantied for (overall percentage) <=50%.
Any adjustments (including + and - grades) to the above scale will be in the students' favor.

Addendum to Syllabus:

Special Accomodations: If you qualify for accommodations because of a disability, please submit to me a letter from Disability Services in a timely manner so that your needs can be addressed. Disability Services determines accommodations based on documented disabilities. Disability Services' letters for students with disabilities indicate legally mandated accommodations. Contact: 303-492-8671, Center for Community N200, and http://www.colorado.edu/disabilityservices. If you have a temporary medical condition or injury, see guidelines at http://www.colorado.edu/disabilityservices/go.cgi?select=temporary.html.

Religious Observance: If you have a religious observance that may conflict with some of the course examinations, please let me know by writing or e-mail as soon as possible. An early notice of at least two weeks in advance is preferred to make the appropriate arrangements. Be aware that no accomodations will be addressed without having made them explicit in advance. Additional information can be found at http://www.colorado.edu/policies/fac_relig.html, and a comprehensive list of religious holidays most commonly observed by CU-Boulder students is at http://www.interfaithcalendar.org/.

Classroom Behavior: Students and faculty each have responsibility for maintaining an appropriate learning environment. Those who fail to adhere to such behavioral standards may be subject to discipline. Professional courtesy and sensitivity are especially important with respect to individuals and topics dealing with differences of race, color, culture, religion, creed, politics, veteran's status, sexual orientation, gender, gender identity and gender expression, age, disability, and nationalities. I will gladly honor your request to address you by an alternate name or gender pronoun instead of the provided in the class roster. Please advise me of this preference early in the semester so that I may make appropriate changes to my records.
For additional information see policies at http://www.colorado.edu/policies/classbehavior.html and at http://www.colorado.edu/studentaffairs/judicialaffairs/code.html#student_code.

Discrimination and Harrasment: The University of Colorado at Boulder Discrimination and Harassment Policy and Procedures, the University of Colorado Sexual Harassment Policy and Procedures, and the University of Colorado Conflict of Interest in Cases of Amorous Relationships policy apply to all students, staff, and faculty. Any student, staff, or faculty member who believes s/he has been the subject of sexual harassment or discrimination or harassment based upon race, color, national origin, sex, age, disability, creed, religion, sexual orientation, or veteran status should contact the Office of Discrimination and Harassment (ODH) at 303-492-2127 or the Office of Student Conduct (OSC) at 303-492-5550. Information about the ODH, the above referenced policies, and the campus resources available to assist individuals regarding discrimination or harassment can be obtained at http://www.colorado.edu/odh.

Academic Honesty: All students of the University of Colorado at Boulder are responsible for knowing and adhering to the academic integrity policy of this institution. Violations of this policy may include: cheating, plagiarism, aid of academic dishonesty, fabrication, lying, bribery, and threatening behavior. All incidents of academic misconduct shall be reported to the Honor Code Council (honor@colorado.edu; 303-735-2273). Students who are found to be in violation of the academic integrity policy will be subject to both academic sanctions from the faculty member and non-academic sanctions (including but not limited to university probation, suspension, or expulsion). Other information on the Honor Code can be found at http://www.colorado.edu/policies/honor.html and at http://www.colorado.edu/academics/honorcode/.