# MATH 202

## Introduction to Stochastic Processes

This syllabus contains basic information about MATH 202, Spring 2024. For announcements on grades and updates/changes on anything described in this syllabus, students should regularly attend the class, and check the Blackboard and their e-mails.

## Instructor

• Sefika Kuzgun
Lectures: TTH 2:00 – 3:15 p.m. at Hylan 101
Office: Hylan 801
Office Hours: TH 3:30 – 5:30 p.m. at Hylan 801 (occasionally at other times)
E-mail: skuzgun at ur dot rochester dot edu

## Teaching Assistant

• Tsung-Kai Lin
Office: Hylan 715
Office Hours: TTH 11:00 am - 12:00 p.m. at Hylan 715
E-mail: tlin29 at ur dot rochester dot edu

### Prerequisites

MTH 201 and MTH 165

### Course description

This course deals with random systems which evolve in time. Examples of such processes are the stock market or the motion of an airplane under the random influence of the wind. The course will give the mathematical background for the study of such phenomena.

### Textbook

Main textbook: Introduction to Stochastic Processes by Gregory F. Lawler

Additional textbook: Introduction to Stochastic Modeling by Samuel Karlin and Mark Pinsky

### Topics

We will cover chapters on Markov chains, martingales, renewable processes. As time permits, Brownian motion.

### Schedule

Here is a full Schedule for the class including reading assignments, homework, and information about the exams and quizzes.

Option 1

Final Grade = 10% Homework + 20% Quiz + 30% Midterm Exam + 40% Final Exam

Option 2

Final Grade = 10% Homework + 20% Quiz + 0% Midterm Exam + 70% Final Exam

Option 3

Final Grade = 10% Homework + 0% Quiz + 30% Midterm Exam + 60% Final Exam

The better option for everyone will be chosen automatically.

• 93-100 A
• 90-93 A-
• 87-90 B+
• 83-87 B
• 80-83 B-
• 77-80 C+
• 73-77 C
• 70-73 C-
• 67-70 D+
• 63-67 D
• 60-63 D-
• 0-60 E

We will always round up at the borders.

### Homework

• Homework, submitted through gradescope, will be due Sundays at midnight but you can submit it until Thursdays at 06:00am without penalty.
• Homework assignments will be graded upon completion.
• No late submissions will be allowed.

### Quizzes

• Quizzes will be on Thursdays at the end of the class.
• Each quiz will include one question from the corresponding homework.
• Quizzes will be graded in more detail.
• Only basic calculators are allowed, no textbooks, phones, or other electronic devices..
• No make-up will be provided for quizzes.

### Midterm exam

• Date, Time, Location: Gavett Hall 202, Thursday, March 7 2:00 - 3:15 pm
• Duration: 75 minutes
• Only basic calculators are allowed, no textbooks, phones, or other electronic devices.
• You are allowed to have a single page cheat sheet.
• No accommodation for missing the midterm will be given. If you miss the midterm, your grade will be atomically computed with option 2.

### Final exam

• Date, Time, Location: Thursday, May 9, 4:00 - 6:30 p.m. TBA
• Duration: 150 minutes
• Only basic calculators are allowed, no textbooks, phones, or other electronic devices.
• You are allowed to have a single page cheat sheet.
• No make-up final exam will be given.

You should know and be able to work with the main ideas of the course. For example, you may be asked to: State a definition or prove a result from class; Solve a problem similar to a class example or homework exercise; Solve a problem that is somewhat different from what you’ve seen in class and homework, but that still uses the concepts we have studied.

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 you should write your homework yourself. Copying on exams is NOT allowed, and it will be considered academic dishonesty.