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NJIT: Mathematical Sciences: Courses: MATH 448 - F11


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NJIT ACADEMIC INTEGRITY CODE: All Students should be aware that the Department of Mathematical Sciences takes
the University Code on Academic Integrity at NJIT very seriously and enforces it strictly. This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams. Under the University Code on Academic Integrity, students are obligated to report any such activities to the Instructor.

Math 448: Stochastic Simulation

Number of Credits: 3 Course Description: An introduction in the use of computer simulation to study stochastic models. Topics include the generation of samples of continuous and discrete random variables and processes with applications to stochastic models, statistical analysis of the results, and variance reduction techniques. Effective From: Spring 2009.

Prerequisites: Math 333 or Math 244 and Math 340 with a grade of C or better.
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Textbook: Simulation, Fourth Edition by Sheldon Ross. ISBN-13: 978-0-12-598063-0, ISBN-10: 0-12-598063-9. Publisher:
Academic Press.

Website: http://web.njit.edu/~sundars/fall11coursemath448.html Instructor: (for specific course-related information, follow the link below)

Math 448-001

Prof. Subramanian

Grading Policy: The final grade in this course will be determined as follows:
Homework/Quizzes: Midterm Exam 1: Midterm Exam 2: Final Exam: 20% 25% 25% 30%

Your final letter grade will be based on the following tentative curve. This curve may be adjusted slightly at the end of the semester. A B+ B C+ 90-100 85-89 80-84 75-79 C D F 68-74 50-67 0-49

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NJIT: Mathematical Sciences: Courses: MATH 448 - F11


Drop Date: Please note that the University Drop Date November 3, 2011 deadline will be strictly enforced. Homework Policy: All assignments must be turned in on time. Late assignments are NOT accepted. Even though not every problem in an assignment may be graded, you are expected to attempt all of them. As a standing assignment, you should read the relevant sections of the textbook prior to lecture. Attendance: Attendance at all classes will be recorded and is mandatory. Please make sure you read and fully understand the
Departments Attendance Policy. This policy will be strictly enforced.

Examinations: There will be two midterm examinations and a final examination. The final examination date, time, and location will
be determined by the university during the final exam week. Exams are held on the following days: Exam 1: Exam 2: Final Exam Week: October 13, 2011 November 14, 2011 December 14-20, 2011

Makeup Exam Policy: There will be NO MAKE-UP EXAMS during the semester. In the event the Final Exam is not taken, under
rare circumstances where the student has a legitimate reason for missing the final exam, a makeup exam will be administered by the math department. In any case the student must notify the Math Department Office and the Instructor that the exam will be missed and present written verifiable proof of the reason for missing the exam, e.g., a doctors note, police report, court notice, etc., clearly stating the date AND time of the mitigating problem.

Further Assistance: For further questions, students should contact their Instructor. All Instructors have regular office hours during the week. These office hours are listed at the link above by clicking on the Instructors name. Teaching Assistants are also available in the math learning center. Cellular Phones: All cellular phones and beepers must be switched off during all class times.


All DMS students must familiarize themselves with and adhere to the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly. For DMS Course Policies, please click here. September 5, 2011 November 3, 2011 November 24-27, 2011 M Labor Day Holiday ~ University Closed Last Day to Withdraw from this course Thanksgiving Recess ~ University Closed



*For assignments, see course webpage. Below is a tentative distribution of topics
Lecture 1 2 3 4 5 6 7 8 Date Sep 1 Sep 8 Sep 12 Sep 15 Sep 19 Sep 22 Sep 26 Sep 29 Chapter 5: Generating Continuous Random Variables Chapter 4: Generating Discrete Random Variables Chapter 3: Monte Carlo Integration Topic Chapter 3: Generation of Pseudorandom Numbers

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9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28

Oct 3 Oct 6 Oct 10 Oct 13 Oct 17 Oct 20 Oct 24 Oct 27 Oct 31 Nov 3 Chapter 7: Statistical Analysis of Simulated Data Nov 7 Nov 10 Nov 14 Nov 17 Nov 21 Nov 28 Chapter 8: Variance Reduction Techniques Dec 1 Dec 5 Dec 8 Dec 12 Review For Final Midterm Exam 2 Midterm Exam 1

Chapter 6: Discrete Event Simulation Approach

Prepared By: Prof. Sundar Subramanian

Last revised: July 21, 2011 TOP

Copyright 2010 New Jersey Institute of Technology University Heights, Newark, New Jersey 07102 (973) 596-3000 Maintained by Department of Mathematical Sciences. Date of last update: Sat Aug 27 2011 09:52:49 GMT-0400 (EDT).

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