MATH 202

MTH 202: Introduction to Stochastic Processes


We’ll study the theory and applications of random processes, including Markov chains, Poisson processes, birth-and-death processes, random walks.


Sevak Mkrtchyan

  • Office: Hylan 805
  • Office Hours: Wednesdays 11:50-12:20pm in Hylan 805 (zoom until classes move to in-person mode) and Wednesdays 9:30pm-10:30pm via zoom.
  • Email:


Jiaming Chen

  • Office: Hylan 710
  • Office Hours: Thursdays, 4-5pm in Hylan 710 (in zoom room for now)
  • Email: j chen 143 at ur dot rochester dot edu

Class time and place

12:30pm - 1.45pm Mondays and Wednesdays in Gavett 312 (zoom until classes move to in-person mode)



  • We will do a brief review of probability and then discuss Markov chains and their long run behavior, poisson processes, continuous time Markov chains - roughly Chapters 3-6 of the textbook. Time permitting, we’ll also discuss renewal processes and brownian motion (chapters 7 and 8).


Homework 30%
Midterm 30%
Final 40%


  • Will be assigned every week on this webpage on Wednesday after class.
  • It will be due the following Friday in Gradescope.
  • Lowest score will be dropped.


  • One midterm and one final.
  • Worth 30% and 40% of the grade respectively.
  • The final will be cumulative.

Midterm I: Wednesday Mar 2, 2022. In class.

Final: Tuesday May 3, 2022. 8:30-11:30am. In class/

Academic Integrity Statement

All assignments and activities associated with this course must be performed in accordance with the University of Rochester’s Academic Honesty Policy. Any violation of academic integrity will be pursued according to the specified procedures.

In this course, on homework, you may collaborate with other students also taking the course. You may also use resources such as study group discussions, study halls, office hours, and any online learning materials aside from direct solution sets. You may also talk to students outside the class or tutors as long as they provide only general guidance and you write up the solution on your own at the end. In all cases, you must always internalize the work . This means that after finishing the homework, you should be able to reproduce the solution of problems without any help from anyone or the use of outside resources besides the textbook and a basic calculator. Remember, homework is meant to help you to learn the material so you can be prepared for the exams and your future work.

For written homework, please write the name of collaborators on the top of the first page of your submission.

During exams, you may not obtain help from anyone else nor use any notes, book or electronic device such as phone, calculator, computer etc.


  • You should always try to clarify any confusions at the first opportunity. Do not postpone it. The longer you wait the more you will be confused and fall behind. You are highly encouraged to ask questions in class, after class, during office hours and by email.

  • MTH 201 study hall can also be helpful. Math study hall is in Hylan 1104 Mon-Thurs from 5-8pm. Study hall is run by graduate students who you can approach for help.

  • There are also resources in the math department and at the university level.

Disability Support

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 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. You can reach the Office of Disability Resources at: (585) 275-3424; Taylor Hall. Or, visit Disability Resources.

Please note that to be granted alternate testing accommodations, you (the student) must fill out forms with Disability Resources at least seven days before each and every exam. These forms are not sent automatically. Instructors are not responsible for requesting alternative testing accommodations at CETL or making accommodations on their own.