MTH420 Fall 2013 Syllabus

SubjectTopic
Discrete Dynamical SystemsRecursion formulas
Difference equations
Fixed points and stability
The logistic model
Systems of recursion formulas
Discrete Stochastic Models and SimulationProbability distributions
Expected value and variance
Simulation
Model validation
State Models and Markov ChainsReview of matrix algebra
States and state diagrams
The state balance equations
Markov chains
Transition matrices and equilibrium
Continuous Markov processes and kernels
Markov chain Monte Carlo methods
Empirical ModelsModels Based on Data
Simple regression and least squares
Bayesian methods
The general linear model
Nonlinear models
Hierarchical models
Continuous Models and Differential EquationsClasses of differential equations and solution methods
Linear differential equations
Formulating the model
Continuous Stochastic Models and Queueing TheoryElements of queueing theory
The single server queue
Stationary distributions and equilibrium
Simulating a queueing system