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.
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.