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 emails.
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)
 Email: skuzgun at ur dot rochester dot edu
Teaching Assistant

 TsungKai Lin
 Office: Hylan 715
 Office Hours: TTH 11:00 am  12:00 p.m. at Hylan 715
 Email: 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.
Grading
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.
Your letter grade will be determined by the following scale:
 93100 A
 9093 A
 8790 B+
 8387 B
 8083 B
 7780 C+
 7377 C
 7073 C
 6770 D+
 6367 D
 6063 D
 060 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.
 Your two lowest homework marks will be dropped when calculating your homework grade.
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 makeup will be provided for quizzes.
 Your two lowest quiz marks will be dropped when calculating your quiz grade.
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 makeup final exam will be given.
 Bring your student ID.
About the exams
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.
Academic honesty
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.
Additional help
Math Study Hall, Tutoring, and Other Resources
You are encouraged to work with your classmates. It is essential to not fall behind because each lecture is based on previous work. If you are having any difficulties, seek help immediately.
Disability resources
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)2759049; 1154 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.