APPM 4/5560 - Fall 2012: Markov Processes, Queues, and Monte Carlo Simulation

APPM 4/5560 - MARKOV PROCESSES,
QUEUES & MONTE CARLO SIMULATION
Department of Applied Mathematics

University of Colorado - Boulder

Fall 2012

Lecturer: Manuel Lladser
E-mail*: just like your CU e-mail but with my last name before the @
Office: ECOT 232
Lecture: MWF 1-1:50pm @ ECCR 105
Office hours: M 2:30-3:30pm; W 5-6pm; F 11:30am-12:30pm

*:Please use as Subject the sentence APPM 4/5560 - Fall 2012:, 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/18: Final grades have been posted and the course is closed.
Have a very nice Holiday break!
DEC/17: Please stop by ECOT 232 between 8am-Noon tomorrow Tuesday, DEC/18, if you would like to take a look at your graded Exam #3.
DEC/15: The answerkey for exam #3 is posted.
DEC/11: The answerkey for homework #8, including all remaining suggested problems in the textbook, has been now posted.
DEC/05: The answerkey for homework #7 has been posted.
NOV/21: The scope for homework #7 and #8 has been changed.
The deadline for homework #7 and Lab #2 has been delayed.
Additional practice problems for exam #3 are posted.
NOV/13: The answerkey for exam #2 is posted.
NOV/07: Lab #2 is posted on the course schedule (due, Dec/03)
An updated version of the answerkey for homework #6 is now posted.
NOV/05: Additional practice problems for exam #2 are posted on the course schedule.
The answerkey for homework #6 is posted.
OCT/24: The answerkey for homework #5 is posted.
The room for the make-up lecture on November on Nov/10 is posted on the course schedule.
OCT/22: A revised version of the anskwerkey for homework #4 is posted.
OCT/17: The answerkey for homework #4 is posted on the course schedule.
OCT/04: The answerkey for Exam #1 is posted on the course schedule.
OCT/01: An updated version of the answerkey for homework #3 is posted on the course schedule.
SEP/26: Lab #1 is posted on the course schedule (due, Oct/10)
SEP/25: Additional practice problems for exam #1 are posted on the course schedule.
The answerkey for homework #3, including also problems assigned for section 1.5, is posted on the course schedule.
SEP/24: The answerkey for homework #2 is posted on the course schedule.
SEP/21: Homework #3 will include only the updated list (w/one extra problem) of homework problems in Section 1.3.
SEP/14: Homework #2 is now due on Monday, Sep/17.
SEP/12: The answerkey for homework #1 is posted on the course schedule.
SEP/01: Due to the disruption with the textbook order here are the homework problems in section 0.
AUG/31: Office hours have been fixed (see above) and apply starting today.
Due to Labor Day, next week there will be exceptional Office Hours from 9-10am on Tuesday.
AUG/27: 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 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 right before an examination or, during an extensive period prior to an examination, please contact me as soon as possible and bring a note from your doctor verifying your illness once you return to Campus. Your doctor's note should clearly specify the start and ending date where you were unable to comply with your school obligations. For additional information see Special Accomodation 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 & Sickness: If you qualify for accommodations because of a disability, please submit to me a letter from Disability Services (http://www.colorado.edu/disabilityservices) in a timely manner (for exam accommodations provide your letter at least one week prior to the exam) so that your needs can be addressed. Disability Services determines accommodations based on documented disabilities. Contact Dissability Services at 303-492-8671, or by e-mail at dsinfo@colorado.edu. On the other hand, if you have a temporary medical condition or injury, see Temporary Medical Conditions: Injuries, Surgeries, and Illnesses guidelines under at the link http://www.colorado.edu/disabilityservices/go.cgi?select=temporary.html, and contact me in a timely manner to discuss your situation.
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. Class rosters are provided to the instructor with the student's legal name. I will gladly honor your request to address you by an alternate name or gender pronoun. 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 Boulder (CU-Boulder) is committed to maintaining a positive learning, working, and living environment. The University of Colorado does not discriminate on the basis of race, color, national origin, sex, age, disability, creed, religion, sexual orientation, or veteran status in admission and access to, and treatment and employment in, its educational programs and activities. (Regent Law, Article 10, amended 11/8/2001). CU-Boulder will not tolerate acts of discrimination or harassment based upon Protected Classes or related retaliation against or by any employee or student. For purposes of this
CU-Boulder policy, "Protected Classes" refers to race, color, national origin, sex, pregnancy, age, disability, creed, religion, sexual orientation, gender
identity, gender expression, or veteran status. Individuals who believe they have been discriminated against 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.