Difference between revisions of "Syllabus"
Jump to navigation
Jump to search
| Line 74: | Line 74: | ||
| 9/8 || A first foray into Markov chain focused on finite Markov chains and their applications to simple problems. || Chapter 8 (Sections 8.1 to 8.7) || || [[Media:review5.pdf | Review 5 Problems]] || 5 | | 9/8 || A first foray into Markov chain focused on finite Markov chains and their applications to simple problems. || Chapter 8 (Sections 8.1 to 8.7) || || [[Media:review5.pdf | Review 5 Problems]] || 5 | ||
|- | |- | ||
| − | |style="background-color: SpringGreen;"| 9/10 || || || || ||style="background-color: SpringGreen;"| [[Media:hwk1.pdf |HWK #1]] | + | |style="background-color: SpringGreen;"| 9/10 || Infinite Markov chains and some simple application || Chapter 8 (Sections 8.8 to 8.10) || || ||style="background-color: SpringGreen;"| [[Media:hwk1.pdf |HWK #1]] |
|- | |- | ||
| − | |style="background-color: SkyBlue;"| 9/15 || || || || ||style="background-color: SkyBlue;"| Quiz 1 | + | |style="background-color: SkyBlue;"| 9/15 || Ergodicity for finite and infinite, discrete time Markov chains (DTMC) || Chapter 9 (Sections 9.1 to 9.3) || || ||style="background-color: SkyBlue;"| Quiz 1 |
|- | |- | ||
| − | | 9/17 || || || || || | + | | 9/17 || Ergodicity theorem and its applications (balance equations) || Chapter 9 (Sections 9.4 to 9.9) || || || |
|- | |- | ||
| − | | 9/22 || || || || || | + | | 9/22 || Application examples (page rank & Aloha protocol) and first review of ''z''-transforms|| Chapter 10 || || || |
|- | |- | ||
| − | |style="background-color: SpringGreen;"| 9/24 || || || || ||style="background-color: SpringGreen;"| HWK #2 | + | |style="background-color: SpringGreen;"| 9/24 || Exponential distribution and Poisson process || Chapter 11 || || ||style="background-color: SpringGreen;"| HWK #2 |
|- | |- | ||
| − | | 9/29 || || || || || | + | | 9/29 || Introduction to continuous time Markov chains (CTMC) || Chapter 12 || || || |
|- | |- | ||
| − | | 10/1 || || || || || | + | | 10/1 || M/M/1 queue & PASTA theorem|| Chapter 13 || || || |
|- | |- | ||
| − | |style="background-color: SkyBlue;"| 10/6 || || || || ||style="background-color: SkyBlue;"| Quiz 2 | + | |style="background-color: SkyBlue;"| 10/6 || M/M/k/k (Erlang-B formula) and M/M/k queueing systems || Chapter 14 || || ||style="background-color: SkyBlue;"| Quiz 2 |
|- | |- | ||
| − | |style="background-color: SpringGreen;"| 10/8 || || || || ||style="background-color: SpringGreen;"| HWK #3 | + | |style="background-color: SpringGreen;"| 10/8 || Applications to system provisioning || Chapter 15 || || ||style="background-color: SpringGreen;"| HWK #3 |
|- | |- | ||
|style="background-color: yellow;"| 10/13 || style="background-color: yellow;"| '''IN CLASS MIDTERM''' ||style="background-color: yellow;"| ||style="background-color: yellow;"| ||style="background-color: yellow;"| ||style="background-color: yellow;"| | |style="background-color: yellow;"| 10/13 || style="background-color: yellow;"| '''IN CLASS MIDTERM''' ||style="background-color: yellow;"| ||style="background-color: yellow;"| ||style="background-color: yellow;"| ||style="background-color: yellow;"| | ||
|- | |- | ||
| − | | 10/15 || || || || || | + | | 10/15 || Revisiting time reversibility and applications to network of queues || Chapter 16 || || || |
|- | |- | ||
| − | | 10/20 || || || || || | + | | 10/20 || Jackson networks (of queues) and product form distribution || Chapter 17 || || || |
|- | |- | ||
| − | | 10/22 || || || || || | + | | 10/22 || Classed Jackson networks || Chapter 18 || || || |
|- | |- | ||
| − | |style="background-color: SpringGreen;"| 10/27 || || || || ||style="background-color: SpringGreen;"| HWK #4 | + | |style="background-color: SpringGreen;"| 10/27 || Closed Jackson networks & mean value analysis (MVA) || Chapter 19 || || ||style="background-color: SpringGreen;"| HWK #4 |
|- | |- | ||
| − | | 10/29 || || || || || | + | | 10/29 || A quick introduction to Matrix-Analytic techniques and phase-type distributions || Chapter 21 || || || |
|- | |- | ||
|style="background-color: SkyBlue;"| 11/3 || || || || ||style="background-color: SkyBlue;"| Quiz 3 | |style="background-color: SkyBlue;"| 11/3 || || || || ||style="background-color: SkyBlue;"| Quiz 3 | ||
Revision as of 14:33, 7 September 2015
Syllabus & (tentative) Schedule
THE INFORMATION ON THIS WIKI PAGE IS EVOLVING AND WILL BE UPDATED THROUGHOUT SEMESTER
Schedule at-a-glance
Legend: date (quizzes & exams) and due date (homeworks)
| Hmwk | Quizz | Exam | No class |
|---|---|---|---|
| Tu. | Th. | Tu. | Th. | Tu. | Th. | Tu. | Th. | Tu. | Th. | |
|---|---|---|---|---|---|---|---|---|---|---|
| August | 25 | 27 | ||||||||
| September | 1 | 3 | 8 | 10 | 15 | 17 | 22 | 24 | 29 | |
| October | 1 | 6 | 8 | 13 | 15 | 20 | 22 | 27 | 29 | |
| November | 3 | 5 | 10 | 12 | 17 | 19 | 24 | 26 | ||
| December | 1 | 3 | 15 |
FINAL EXAM: Tuesday December 15, 2015, 6:00-8:00pm in TBD.
Detailed Schedule & Syllabus
NOTE: This schedule in ONLY TENTATIVE, and VERY LIKELY to change as certain topics may end-up being harder or easier than anticipated. Changes to the schedule will be reflected as quickly as possible on this page.
| Date | Scope | Material & Reading Assignments
(To Be Read Ahead of Class) |
Notes & slides
(If any) |
Review Problems | Quizzes & Homeworks |
|---|---|---|---|---|---|
| 8/25 | Course overview, logistics, (motivating) examples and terminology | Chapters 1 & 2 | Notes 0 Slides 1 |
Problems 2.1 & 2.2 and Solution |
|
| 8/27 | A brief review of probability topics, both basic and slightly more advanced, which are needed in the course | Chapters 3 & 5 | Slides 2 Lecture 2 problems |
Review 2 Problems and Solution |
|
| 9/1 | A brief review of probability topics, both basic and slightly more advanced, which are needed in the course | Chapters 3 & 5 | Slides 3 | Review 3 Problems and Solution |
|
| 9/3 | An introduction of general principles such as Little's Law and various other "laws" and bounds for closed system, which hold with little or no assumptions | Chapters 6 & 7 | Slides 4 | Review 4 Problems and Solution |
|
| 9/8 | A first foray into Markov chain focused on finite Markov chains and their applications to simple problems. | Chapter 8 (Sections 8.1 to 8.7) | Review 5 Problems | 5 | |
| 9/10 | Infinite Markov chains and some simple application | Chapter 8 (Sections 8.8 to 8.10) | HWK #1 | ||
| 9/15 | Ergodicity for finite and infinite, discrete time Markov chains (DTMC) | Chapter 9 (Sections 9.1 to 9.3) | Quiz 1 | ||
| 9/17 | Ergodicity theorem and its applications (balance equations) | Chapter 9 (Sections 9.4 to 9.9) | |||
| 9/22 | Application examples (page rank & Aloha protocol) and first review of z-transforms | Chapter 10 | |||
| 9/24 | Exponential distribution and Poisson process | Chapter 11 | HWK #2 | ||
| 9/29 | Introduction to continuous time Markov chains (CTMC) | Chapter 12 | |||
| 10/1 | M/M/1 queue & PASTA theorem | Chapter 13 | |||
| 10/6 | M/M/k/k (Erlang-B formula) and M/M/k queueing systems | Chapter 14 | Quiz 2 | ||
| 10/8 | Applications to system provisioning | Chapter 15 | HWK #3 | ||
| 10/13 | IN CLASS MIDTERM | ||||
| 10/15 | Revisiting time reversibility and applications to network of queues | Chapter 16 | |||
| 10/20 | Jackson networks (of queues) and product form distribution | Chapter 17 | |||
| 10/22 | Classed Jackson networks | Chapter 18 | |||
| 10/27 | Closed Jackson networks & mean value analysis (MVA) | Chapter 19 | HWK #4 | ||
| 10/29 | A quick introduction to Matrix-Analytic techniques and phase-type distributions | Chapter 21 | |||
| 11/3 | Quiz 3 | ||||
| 11/5 | |||||
| 11/10 | HWK #5 | ||||
| 11/12 | |||||
| 11/17 | |||||
| 11/19 | |||||
| 11/24 | HWK #6 | ||||
| 11/26 | NO CLASS - THANKSGIVING | ||||
| 12/1 | |||||
| 12/3 | Review session | - | - | - | Quiz 4 |
| 12/15 | FINAL EXAM |
