Teaching


Math 491: Introduction to Stochastic Processes


Some details about the course


This is a rigorous introduction to the theory of stochastic processes.

Textbook: Introduction to Stochastic Processes (Second Ed) by Gregory F. Lawler.

Recommended reading: A First Course in Stochastic Processes (Second Ed) by Samuel Karlin and Howard M. Taylor.

Basic information

  • Instructor's office address - C-547 Padelford 
  • e-mail: soumik@u.washington.edu
  • Office hours - Thu 11:30 - 1:30 at Padelford 547. 

  • Class hours and location - WF 1230-150 MLR 316 

  • Click here for homework assignments and solutions.

Exams, homework, and grades

  • There are two midterms on Friday, Oct 30 and Wednesday, Nov 25 in class.

  • Final exam is on Thursday, Dec 17 - 8:30 -- 10:20 am.

  • Homework due dates will be announced in class.

  • Your performance is based on the following:

    homework = 5%; midterm 1 = 30%; midterm 2 = 30%; final exam = 40%; extra=10%.

    The total score will be the maximum of 100% and the sum total of your obtained scores in each of the above fields.


Mail: C-547 Padelford Hall, University of Washington, Seattle 98195                                                            E-mail: soumikpal@gmail.com