Section Info: MATH-339SP-01

Course Title: Topics in Applied Mathematics: 'Stochastic Processes'

Start Date: 09/03/2025 End Date: 12/16/2025

Term: Fall Semester 2025

Description: Stochastic processes are mathematical models that evolve with time and include an element of randomness. They involve a collection of states-for example, the weather in a geographical location, the size of a population, or the length of a queue-and a description of how the system evolves from one state to the next. This course is devoted to the study of a class of stochastic processes called Markov chains, and we attempt to study their behavior using tools from probability theory and linear algebra in beautiful, interconnected ways. Topics will include Markov chains in discrete and continuous time, branching processes, queuing theory, and Markov chain Monte Carlo.

Distribution(s): II - Math & Sciences , TP - Topics Course

Academic Level Of Course: Undergraduate

Credits:4.00

Faculty	Phone	Email address
Timothy Chumley	413-538-2299	tchumley@mtholyoke.edu

Meeting Dates	Method	Meeting days	Meeting times	Building name	Room	Frequency
09/03/2025 - 12/16/2025	Lecture	Monday and Wednesday	10:00AM - 11:15AM	TBA	TBA	Weekly

REGISTRATION DETAILS

Requisite Courses
Prereq: MATH-211 and MATH-342.	Take previously	Required

Comments

Additional Comments

Course Tags
DATA0003	DATA-SE: Data Science Elective Course	This course is an elective option for the Data Science major.

Cross-listed Sections

None

Course Availability
Section status: Waitlisted	Capacity: 18	Enrollment: 19	Available: 0	Waitlist: 3

Please note: The "Available" count will equal 0 in a Waitlisted course where spaces in the course have recently opened and students have not yet been moved into them from the waitlist.

BOOK INFORMATION

Book List	Required	Publisher Full Price
Title: Introduction to Stochastic Processes with R Author: Dobrow, Robert P. Copyright: 2016 Edition: Volume: ISBN: 9781118740651 Publisher: Wiley	Required	125.00

Additional Book Comments

This is the complete book list for this class.

Instructor's comments about the book list: An e-book version will be available for free.