Math 365: Stochastic processes
||tleise at amherst dot edu
Feel free to drop in whenever my door is open, or make an appointment
Introduction to Stochastic Processes with R by R. Dobrow
(freely available as Ebook through Five Colleges library catalog)
- Study the theory underlying both discrete-time and continuous-time stochastic processes.
- Learn how to use R and RStudio to simulate the stochastic processes as we learn about them.
- Markov chains (finite, countable, and continuous-time flavors)
- Markov chain Monte Carlo
- Branching processes
- Poisson processes
- Brownian motion
- Stochastic calculus
Attendance: Class will be chock full of material and activities -- cooperative learning is more
and more fun than struggling through material on your own.
If you do
miss a class, it is your responsibility to obtain the material that
missed and to get your assignments handed in to me.
have a question during lecture, please raise your hand and ask it right
Chances are that other students are wondering the same thing. If a
arises later, feel free to visit my office and we'll work through
problems until you are comfortable with the mathematics.
Always feel free to ask me to slow down
Grading: Your course grade will be based on class participation (10%), three take-home exams (50% total), regular problem sets and labs (20%), and a final project
- Exams. Your work must be entirely your own, so
please follow the guidelines of the Honor Code. Unless I explicitly
allow other aids, you are only allowed whatever implements you need to
read and write (no notes or calculators or other aids). Please turn off your
cell phone in kindness to your fellow test-takers during in-class exams.
- Homework and other assignments. You may study with other students
following these guidelines, again following the Honor Code:
- If you worked with or received help
from any source other than me, you should put a note on the front of
your homework saying, "I worked with <names>."
Make sure your name stands out as the author of your
- Working together does not mean that
one of you does the first half of the homework set and the other does
the second. Everyone should work on every problem and write up their own solution (not copy from another student or source).
- Each student must hand in his or her
own problem set on which you did your own write-up of each problem.
- Do not copy someone else's
solution—you will not learn anything and it is plagiarism.
I encourage you to discuss problems with others, but then you must be
able to work out the solution on your own again and write it down
- Sending or receiving a copy of a file that contains student work violates the Honor Code and will be treated as plagiarism. You may talk with others about strategies for solving a problem in R, but please do not share files.
- If you are unsure what agrees or
does not agree with the precepts of intellectual responsibility in this
course, feel free to talk to me about it.
- All problem sets are due at THE
START OF CLASS.
Late homework will receive half credit for homework handed
in after start of class but within 2 class days (e.g., homework due
Monday will get half-credit if handed in after the start of class on
Monday through Wednesday start of class, and will not accepted after
- If you are unable to attend class due
to illness or an emergency, let me know as soon as you can and we will
work out an appropriate schedule for assignments.
- Your name should be written on all
pages, in case any get separated.
- Problem solutions must be written out
in the order they were assigned.
- Multiple pages must be stapled or clipped together.
- Homework should be neat.
No dog ears. No messy edges
from notebook paper.
- Where appropriate, please box or
highlight final answers. In general, try
to make your answers readable and easy to find. Always
keep the grader happy!
- As mentioned elsewhere, no copying!
Don't struggle alone! You have many options for
with this course.
- Me. Feel free to come to my office hours,
make an appointment by email or phone, or simply try stopping by my
office—you are welcome whenever my door is open. If
you have some anxiety about taking math exams, please come see me and
we can work together on building your math confidence.
- Homework. Mathematics
is learned ACTIVELY, not passively. You
can't absorb math through listening or reading, even if you think you
understand it all.
- Textbook. I won't go over everything that is
contained in the text, and I will try to avoid doing the same examples. Hence your textbook in an important
independent source of information and you should read it!
- Lecture notes. Reviewing the notes you take in lecture
will give you a chance to see the material again after you have had
some time to assimilate it.
- Your classmates. Discussing math with others can help you
think through the concepts. Explaining an
idea you already understand will deepen your comprehension, and for the
concepts that you don't understand well, the explanation of a peer may
be more helpful than mine or the textbook's.
- Library and online resources. There are a variety of books covering probability and stochastic processes in the library that you may find it helpful to peruse, which can be very helpful if the textbook doesn't explain a topic in a way that makes sense to you or if you want to see some further examples.
There are also many online resources explaining concepts and giving further examples that are easily found by searching for key terms.
To the Math 365 Homework Schedule