Introduction to stochastic processes covering Markov chains, point processes, and renewal theory with applications to queueing and branching models.
Offering recorded · Fall 2026
Seppalainen assigns challenging homework that is harder than exams, while Valko uses a grading scheme based on multiple weighted components rather than heavy testing.
Theory of Probability I introduces measure theoretic probability and stochastic processes.
Offering recorded · Fall 2026
Historical reviews of Hao Shen, Jun Yin: Jun Yin's materials were hard with a weird curve, while Hao Shen was very test-heavy and did not provide proper preparation for exams.