Math 4700 – Special Topics in Mathematics: Markov Chains and Mixing Times

Lecture Time: 2:00pm
  3:50pm (TR)   Location: Knudson Hall 301

Textbook: Levin, Peres, and Wilmer, Markov Chains and Mixing Times

Instructor: Mei Yin   mei.yin@du.edu
   Office and Office Hours: Knudson Hall 203B, 10:30am  12:00pm & 1:30pm  3:00pm (M), or by appointment

Tentative Calendar:

The Week Of
Material Covered
January 3 January 5
Introduction
January 8 January 12
Metropolis and Glauber Dynamics
January 16 January 19
Gambler's Ruin / Coupon Collecting
January 22 January 26
Urns
January 29 February 2
Random Walks
February 5 February 9
Random Walks (Continued)
February 12 February 16
Card Shuffling
February 19 February 23
Coupling
February 26 March 2
Bottleneck
March 5 March 9
Hitting Times / Cover Times
March 12 March 15
Project Presentation

Grading: Your final grade for the course will be determined based on a numerical weighted average calculated as follows: Homework 30% Midterm 30% Term Project 40%.

Homework: There will be three homework sets, due at the beginning of the class on Tuesdays January 16, January 30, and February 27.

Midterm: A take-home midterm will be given, with a tentative due date on Friday, February 16.

Term Project: The term project can be targeted towards any Markov chains model (whether covered in class or not) and is due on Thursday, March 15.

Students with Disabilities: If you qualify for academic accommodations because of a disability or medical issue, please submit a faculty letter to me from Disability Services Program (DSP) in a timely manner so that your needs may be addressed. DSP determines accommodations based on documented disabilities/medical issues. DSP is located on the 4th floor of Ruffatto Hall, 1999 E Evans Ave, 303-871-2278. Information is also available online at http://www.du.edu/disability/dsp; see the Handbook for Students with Disabilities.

Honor Code: Follow the Honor Code in all activities related to this course. Incidents of academic misconduct will be reported to and investigated by the Office of Student Conduct.

Religious Accommodations: University policy grants students excused absences from class or other organized activities for observance of religious holy days, unless the accommodation would create an undue hardship. Faculty are asked to be responsive to requests when students contact them in advance to request such an excused absence. Students are responsible for completing assignments given during their absence, but should be given an opportunity to make up work missed because of religious observance. Once a student has registered for a class, the student is expected to examine the course syllabus for potential conflicts with holy days and to notify the instructor by the end of the first week of classes of any conflicts that may require an absence (including any required additional preparation/travel time). The student is also expected to remind the faculty member in advance of the missed class, and to make arrangements in advance (with the faculty member) to make up any missed work or in-class material within a reasonable amount of time.

Other: Check the DU academic calendar for important dates throughout the quarter: http://www.du.edu/registrar/calendar/index.html.