APPM 4/5560 - Fall 2011: Makov processes, queues and Monte Carlo simulation

APPM 4/5560 - Markov processes, queues and Monte Carlo simulation
COURSE SCHEDULE & MATERIALS

Fall 2011

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Exam Samples (Fall 2005)*: e1, e2, e3
Exam Samples (Fall 2006)*: e1, e2, e3
Exam Samples (Fall 2008)*: e1, e2, e3

*: Material for reference only. Section contents for exams may be different this year!

Course Study Recommendations:

Work on the homewok problems on a daily basis
Read in advance and as much as possible the sections recommended for each lecture

Ask your questions in a timely manner: every n questions you have unanswered, there
are at least 2ⁿ interprepations of the material! See the table below to appreciate how fast
and bad things can get!

n=	1	2	3	6	11	22	44*
2ⁿ=	2	4	8	64	2,048	4,194,304	17,592,186,044,416

*There will be 44 lectures this semester

Attend office hours as regularly as possible
Get to know your classmates and form a study group to help you stay focussed and have
your questions attended when I am not available

Tentative Course Schedule

Week	Day	Date	Lecture material/Homework problems	Examination Dates & Content
01	M	AUG/22	Section 01: 1.11, 1.14, 1.19, 1.23
	W	AUG/24	Section 02: 2.12, 2.15, 2.18, 2.22
	F	AUG/26	Section 03: 3.3, 3.4, 3.8, 3.20, 3.26
02	M	AUG/29	Simulation: Inverse Transform Method*	Homework #1 AUG/22-AUG/24
	W	AUG/31	Simulation: Acceptance Rejection Method*
	F	SEP/02	Section 1.1: 9.1, 9.2, 9.3
03	M	SEP/05	Labor Day: No classes!
	W	SEP/07	Section 1.2: 9.4, 9.5, 9.6(a)
	F	SEP/09	Section 1.3: 9.7, 9.8, 9.9(a)	Homework #2 AUG/26-SEP/02
04	M	SEP/12	Section 1.3-1.4
	W	SEP/14	Section 1.4: 9.12, 9.13, 9.17, 9.22
	F	SEP/16	Section 1.4-1.5
05	M	SEP/19	Section 1.5: 9.23, 9.26	Homework #3 SEP/02-SEP/12
	W	SEP/21	Section 1.5-1.6
	F	SEP/23	Section 1.6: 9.6(b), 9.9(b), 9.34, 9.38
06	M	SEP/26	Section 1.6-1.7
	W	SEP/28	Review Session	Homework #3b (not collected)
	R	SEP/29	For additional practice for the exam, address p1-p3 in e1/Fall05; p1-p4 in e1/Fall06; p1(a-b) & p3(a) in e2/Fall06; p1-p4 in e1/Fall08; and p2(a) in e2/Fall08 (all these exams are posted at the top of the course schedule).	Exam #1: AUG/22-SEP/14 ECCR 245 5-6:30pm
	F	SEP/30	Section 1.7: 9.41, 9.46, 9.48, 9.53
07	M	OCT/03	Section 3.1: 7.1, 7.2
	W	OCT/05	Section 3.2: 7.4, 7.5, 7.6, 7.8
	F	OCT/07	Section 3.3: 7.17, 7.18, 7.19
08	M	OCT/10	Section 3.3-3.4	Homework #4 SEP/16-OCT/03
	W	OCT/12	Section 3.4: 7.28, 7.31, 7.32
	F	OCT/14	Section 3.5: 7.9, 7.21, 7.33, 7.38, 7.39
09	M	OCT/17	Section 3.6
	W	OCT/19	Simulation: Poisson Processes*	Homework #5 OCT/05-OCT/12
	F	OCT/21	Section 4.1
10	M	OCT/24	Section 4.1-4.2: 8.1, 8.5
	W	OCT/26	Section 4.2: 8.4, 8.6
	F	OCT/28	Section 4.2-4.3: 8.8, 8.3	Homework #6 OCT/14-OCT/24
11	M	OCT/31	Section 4.3: 8.9, 8.27
	W	NOV/02	Review Session
	R	NOV/03	For additional practice for Exam #2, address p4 in e1/Fall05; p1-p3 in e2/Fall05; p1, p2(a) & p3 in e3/Fall05; p1(c), p2, p3(b) & p4 in e2/Fall06; p1, p2 & p3(a) in e3/Fall06; and p1, p2(b), p3 & p4 in e2/Fall08 (all these exams are posted at the top of the course schedule).	Exam #2: SEP/16-OCT/28 (section 4.3 excluded) ECCR 245 5-6:30pm
	F	NOV/04	Section 4.3-4.4
12	M	NOV/07	Section 4.4
	W	NOV/09	Simulation: Single Server Queueing Systems*
	F	NOV/11	Section 4.4-4.5
13	M	NOV/14	Section 4.5: 8.11, 8.31, 8.32	Homework #7 OCT/26-NOV/09
	W	NOV/16	Section 4.5: 8.25
	F	NOV/18	Section 4.5-4.6: 8.28, 8.29, 8.33
14	M	NOV/21	Fall Break: No classes!
	W	NOV/23	Fall Break: No classes!
	F	NOV/25	Fall Break: No classes!
15	M	NOV/28	Section 4.6
	W	NOV/30	Section 4.7	Homework #8 NOV/11-NOV/18
	F	DEC/02	Real world applications!
16	M	DEC/12	For additional practice for Exam #3, adress p4 in e2/Fall05; p2(b) and p4 in e3/Fall05; p3(b) and p4 in e3/Fall06 and p1-p3 in e3/Fall08.	Exam #3: OCT/31-DEC/09 @ BESC 185 2-3:30pm