Introduces linear optimization problems, emphasizing formal proofs, the simplex method, duality theory, and theorems of the alternatives.
Offering recorded · Fall 2026
The course is considered very difficult, with hard assignments that require significant study time, though group work is permitted. Exams are reported as easier than homework, although one student found the final exam unexpectedly difficult despite its stated format.
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.
MATH 222 covers integration, ODEs, series, and vector geometry.
Offering recorded · Fall 2026
The course is difficult, requiring significant time for homework and textbook reading, with exams heavily weighted and often drawn from previous assignments.
Covers axioms, distributions, expectation, inequalities, and limit theorems.
Offering recorded · Fall 2026
Historical reviews of Yukun Yue: Yukun Yue’s course was reported as difficult, with exams containing unexpected proofs and varying in difficulty compared to practice materials. Success required significant study effort and reliance on practice problems.
Introduction to the theory of probability covering axioms, distributions, and limit theorems
Offering recorded · Fall 2026
Historical reviews of Benedek Valko, Erik Bates: Workload varies by instructor; one review cites an extremely challenging final, while another notes fair homework and adjusted exam weights to reward improvement.
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.