Elementary Stochastic Process · Statistics
Homeworks took about 15-20 hours a week for me, but the week before exams (particularly the last two) I spent day and night in the library. If you have a busy semester, I really don't recomment taking this course, wait for a lighter semester. You will learn a lot and I am grateful for the experience, but it was definitely stressful. Stochastic Processes are very cool and if you're really into probability theory I think you will really enjoy the course contents. Only take this course if you are prepared for a tough ride, if you do decide to take it, though, I think you'll be happy you did in the end.
A sharper perspective on probability theory and a fairly confident introduction to its application in stochastic processes.
This course was a double-edged sword for me. I feel like my brain was both stimulated, and drained at the same time. For me, this was the hardest math/stats course I've ever taken (really the hardest course I've ever taken period). If you don't feel like/ don't have the time to spend hours on end studying, don't take this course. Before I get into the details of this, I will discuss the positives, which revolve around the professor. Professor Davis is a very kind, understanding, and funny person. It is very easy to tell that he has his students' best interests in mind and you can tell that he is very passionate about the material he's discussing. For the first exam, he noticed that everyone was quite stressed about the results and gave everyone the opportunity to either drop it or revise it for partial points back. He and his TAs (Alessandro and Victor when I took it) were extremely helpful during office hours and every question I had going in was answered by the time I left. Alessandro also hosted a couple of review sessions before exams which really helped me patch up my weak spots and highlighted where I needed to pay more of my attention. Now... with that said, this course was HARD. Homeworks were given weekly and were a little bit lengthy (about 8 problems, but many had multiple parts) with about 1/3 "easy" questions, 1/3 medium questions, and 1/3 hard questions. Overall,…
I learned alot about stochastic processes
Discrete/continuous markov chain, poisson process