Winter Term, 2013

MA490 Stochastic Processes

Department of Mathematics
Instructor Dr. Y. George Lai Office: BA550 (Bricker Academic Building) Telephone: ext. 2107 E-mail: ylai@wlu.ca Office Hours: Tuesdays and Thursdays 9:00am 10:30am, other times by appointment. Course Information Calendar Description: Markov Chains in discrete and continuous time; birth-death processes; renewal theory; renewal-reward theory; Poisson Processes; Markov processes; introduction to queuing theory. Prerequisites: Special permission of the department is required if a student does not have the necessary prerequisite(s) for this course. Lectures Time and Location: Tuesdays and Thursdays from 11:30 am 12:50 pm in BA431 Course Tools and Learning Materials Required Textbook: S.M. Ross (2010) Introduction to Probability Models, 10th Edition, Academic Press. Course Website: Handouts, assignments, midterm information, suggested homework problems, and other relevant additional material will be posted on the course website (MyLearningSpace). Calculators: You will require a non-programmable scientific calculator. Evaluation and Allocation of Grades: There will be 4~5 assignments, one midterm test held during class, and a 2.5 hours final exam during the final exam period. The allocation of grades is as follows: Evaluation Assignments Term Test Final Exam Allocation 20% 30% 50% Schedule one approximately every two-to-three weeks in class; date and time to be determined to be announced by the Registrars Office

Students must achieve a score of at least 50% of the marks available on the final examination to be eligible to pass the course. The final mark will be reported as a letter grade in accordance with the conversion table of the 2012/2013 Undergraduate Calendar.

Tentative Outline Topic Discrete-time Markov chains Poisson Processes Continuous-time Markov chains Renewal Theory and Its Applications Introduction to Queueing Theory* *time permitting Estimated Number of Weeks ~ 3-4 ~ 2-3 ~2 ~2 ~2 Text Chapters 4 5 6 7 8

Note: Not all sections in text chapters will be covered, while additional materials may be supplemented by class lecture notes. 1. Preparing Assignments: Submitted assignments may have marks deducted if the following instructions are not followed: i. Use 8.5 x 11 standard letter paper only. ii. Answer questions in order. iii. Print your name on the assignment question sheet and use it as the cover page for your assignment. iv. Staple pages together in the upper left-hand corner (do not use paper clips, duotangs, etc). v. Answer questions neatly and clearly. If you do your assignment in pencil, be sure that the lead is dark enough so that your writing can be easily read. 2. Late Assignments: Unless explicitly indicated otherwise, assignments are to be handed in at the start of class on the day they are due. Assignments submitted after this time will be subject to a 20-percentage point penalty per day (including weekends). Assignments submitted 5 days or more after their due date will not be graded. 3. Checking Marked Work: Any apparent error in the marking of a term test or an assignment must be reported to your instructor within one week of the date the material was returned in class. No marks will be changed after that time. 4. Missed Course Requirements: There will be no makeup for a missed term test. If a term test or lab assignment is missed for a valid reason(s), the corresponding weight will be shifted to the final exam. 5. Privacy: i. Students names may be divulged in the classroom to other members of the class. Students who are concerned about such disclosures should contact the course instructor to identify whether there are any possible alternatives to such disclosures. ii. Marks will not be disclosed via email.

Notes Students are expected to be aware of and abide by all University regulations and policies, as outlined in the current Academic Calendar. In particular, 1. Final Examinations

Students must reserve the examination period of April 11-30, 2013. If you are considering registering for a special examination or event, you should select a time outside the examination period. Consult Academic Regulations in the Academic Calendar for special circumstances for examination deferment. 2. Special Needs Students with disabilities or special needs are advised to contact Lauriers Accessible Learning Centre for information regarding its services and resources. Students are encouraged to review the Academic Calendar, http://www.wlu.ca/calendars/section.php?cal=1&s=506&s=506&y=53, for information regarding all services available on campus. 3. Academic Integrity/Misconduct (cheating, plagiarism) The University has a defined policy with respect to Academic Misconduct; penalties are severe and enforced at all times. You are responsible for familiarizing yourself with the academic misconduct policy and penalty guidelines, and are cautioned that, in addition to failure in a course, students may be suspended or expelled from the University for academic misconduct, and the offence may appear on their transcripts. The relevant policy can be found at Laurier's academic integrity website along with resources to educate and support you in upholding a culture of integrity; see http://www.wlu.ca/academicintegrity. Ignorance of Lauriers academic misconduct policy is not a defence. Academic Misconduct includes transmission or reception of information, or possession of unauthorized information, during laboratories, quizzes, tests, or examinations. Academic Misconduct also includes plagiarism. Wilfrid Laurier University uses software that can check for plagiarism, and students may be required to submit their written work in electronic form for a plagiarism check. The Student Code of Conduct and Discipline and the procedures for investigating and determining appropriate disciplinary measures for breaches of this Code are given in the Academic Calendar; see http://www.wlu.ca/page.php?grp_id=2505&p=11452. 4. Classroom Use of Electronic Devices The use of electronic devices in the classroom is governed by WLU Policy 9.3: Policy on the Classroom Use of Electronic Devices; see http://www.wlu.ca/documents/50202/9.3_Electronic_Device_Policy.pdf. Details of this Policy and the consequences of breaches are stated in the Academic Calendar. Mobile devices of any kind, including devices that emit audible signals, are not permitted in this course except for accessibility or extenuating circumstances. The latter will be assessed on a case-by-case basis; ask your instructor. Students who fail to comply with this policy may be asked to stow their devices at the front of the classroom, or to leave the classroom.

Course Drop Dates Winter 2013

January 13: Final day to drop/withdraw from 12-week course(s) at no tuition charge (provided the student remains registered in at least one course)

January 20: Last day to drop 12-week and full-year course(s) or withdraw at 10 percent tuition charge (tuition charge assessed at 10% of course rate) March 8: Last day to drop 12-week course(s) or withdraw without failure. Students who drop course or withdraw may be eligible for a tuition adjustment (assessed at 55% of course rate)