Arjun Krishnan
The official course description is succinct and clear: Theory and applications of random processes, including Markov chains, Poisson processes, birth-and-death processes, random walks.
MTH 202 is the sequel to MTH 201, Intro to Probability. In MTH 201, we studied the basics of probability theory like random variables and probability distributions. In this course, we will study random variables that have an additional time parameter; i.e., a stochastic process. We will primarily study a canonical discrete-time stochastic process called a Markov chain. Markov chains appear in many fields of science like physics, biology and economics. The theory will be supplemented by examples from these fields. Some examples of Markov chains and processes that we will study include Poisson processes, birth-and-death processes, random walks and queues. Time permitting, we will briefly touch upon the theory of martingales and Brownian motion. The course will not be mathematically rigorous, but we will give short proofs whenever they’re illuminating.
| Homework | 30% |
| Quizzes | 30% |
| Final | 40% |
Here is the grade distribution from the last time I taught it.
| Grade | Percentage |
|---|---|
| A | 37.5 |
| B | 50 |
| C | 12.5 |
Guaranteed grades: if you make these scores, then you are guaranteed a letter grade in the following ranges.
| Grade | Cutoff |
|---|---|
| A | 90 |
| B | 80 |
| C | 70 |
I sometimes “curve up” linearly to help students with lower scores.
MTH 201
Introduction to Stochastic Modeling, Karlin and Pinsky. You can get an older edition, and its essentially the same: Karlin and Taylor. You can also buy them second hand.
I do not recommend getting a pirated copy from one of those dodgy internet sites like Anna’s archive, z-library or libgen. There are a few copies on reserve at Carlson Library.
This will be supplemented by material from the following books. Pdfs of whatever you need will be posted online.
More information on the homework page.
More information on the exam page.
All assignments and activities associated with this course must be performed in accordance with the University of Rochester’s Academic Honesty Policy.
You may work together on homework, but copying on homework or exams is NOT allowed, and it will be considered academic dishonesty.
Any usage whatsoever of online solution sets or paid online resources (chegg.com, chatGPT or similar) is considered an academic honesty violation and will be reported to the Board on Academic Honesty. In particular, any assignment found to contain content which originated from such sources is subject to a minimum penalty of zero on the assignment and a full letter grade reduction at the end of the semester (e.g. a B would be reduced to a C). This applies even if the unauthorized content was obtained through indirect means (through a friend for instance) and/or the student is seemingly unaware that the content originated from such sources. If you have any questions about whether resources are acceptable, please check with your instructor.
Work with your classmates (but don’t copy assignments). It is essential to not fall behind because each lecture is based on previous work. If you are having any difficulties, seek help immediately. There are several avenues for you to get help and ask questions, outside of lecture:
Instructor office hours or schedule an appointment to meet with your instructor.
Undergraduate Study Hall: Mondays through Thursdays 5-8pm. It’s in Hylan 1104. There is no study hall from 3/13-3/14.
There are other resources in the math department and at the university level.
The University of Rochester respects and welcomes students of all backgrounds and abilities. In the event you encounter any barrier(s) to full participation in this course due to the impact of a disability, please contact the Office of Disability Resources. The access coordinators in the Office of Disability Resources can meet with you to discuss the barriers you are experiencing and explain the eligibility process for establishing academic accommodations.
Office of Disability Resources (disability@rochester.edu; (585)275-9049; 1-154 Dewey Hall)
To be granted alternate testing accommodations, you (the student) must fill out forms with the Office of Disability Resources at least seven days before each and every exam. These forms are not sent “automatically.” Professors are not responsible for requesting alternative testing accommodations at the Office of Disability Resources, and they are not obligated to make any accommodations on their own.