MATH 5040/6810: Stochastic Processes Fall 2016

Prerequisites: C or better in MATH 5010.

Instructor: Arjun Krishnan

Class time and place: 11.50 a.m - 12.40 p.m. Mondays, Wednesdays, Friday in LCB 225.

Office Hours: 10.50 - 11.50 p.m. Wednesdays and Fridays my office or by appointment.

Office Location: LCB 212

Email address:

Text: Introduction to Stochastic Processes, by Gregory F. Lawler.. The edition does not matter.

Also recommended, but not necessary:


  • We will follow the text quite closely. A previous instructors notes may be found on canvas and here. These notes contain some typos.
  • Homework will be assigned every two weeks on Mondays and will usually be due on Monday two weeks from the date of assignment. Homework is worth 40% of the grade.
  • There will be 4 exams. They will not be cumulative in principle, but it’s impossible to not avoid previously taught material. Each exam is worth 15% of the grade.
  • Grades will be posted on canvas, and will be curved so that the average score is 82. You can read off letter grades from the scale below.
  • Please use my utah email, and don’t email me through canvas.
  • I will not answer mathematical questions over email. Please come to office hours, ask me during class or setup an appointment with me. I’m here to help.
  • No make ups for exams, and no late homework. Extenuating circumstances will be handled on a case-by-case basis, and I will require documentation (e.g., a doctor’s note).
  • The best way to keep up with the course is to do the homework, and do problems from the textbook on your own.

Exam Schedule

Exam 1 Sep 16
Exam 2 Oct 21
Exam 3 Nov 11
Exam 4 Dec 7
Letter grade Score Range
A (93-100)
A- (90-92)
B+ (87-89)
B (83-86)
B- (80-82)
C+ (77-79)
C (73-76)
C- (70-72)
D+ (67-69)
D (63-66)
D- (60-62)
E (0-59)

Tutoring Lab: T. Benny Rushing Mathematics Student Center (adjacent to JWB and LCB), Room 155

8 a.m. - 8 p.m. Monday through Thursday\ 8 a.m. - 6 p.m. Friday

They are also offering group tutoring sessions. If you’re interested, inquire at the Tutoring Lab.

Private Tutoring: University Tutoring Services, 330 SSB (they offer inexpensive tutoring). There is also a list of tutors at the Math Department office in JWB233.

Computer Lab: You may find computers to use in the T. Benny Rushing Mathematics Student Center, Room 155C.

8 a.m. - 8 p.m. Monday through Thursday\ 8 a.m. - 6 p.m. Friday

More info can be found here.

Calculators: Allowed if it cannot connect to the internet.

ADA Statement: The University of Utah seeks to provide equal access to its programs, services and activities for people with disabilities. If you will need accommodations in the class, reasonable prior notice needs to be given to the Center for Disability Services (CDS), 162 Olpin Union Building, 581- 5020 (V/TDD). CDS will work with you and me to make arrangements for accommodations. All information in this course can be made available in alternative format with prior notification to CDS.

Student Responsibilities: All students are expected to maintain professional behavior in the classroom setting, according to the Student Code, spelled out in the Student Handbook. You have specific rights in the classroom as detailed in Article III of the Code. The Code also species proscribed conduct (Article XI) that involves cheating on tests, collusion, fraud, theft, etc. Students should read the Code carefully and know you are responsible for the content. According to Faculty Rules and Regulations, it is the faculty responsibility to enforce responsible classroom behaviors, beginning with verbal warnings and progressing to dismissal from class and a failing grade. Students have the right to appeal such action to the Student Behavior Committee. \

Other Policies: All students will be held accountable for knowing these classroom policies. I may make minor changes to the policy. If I do make a change, I will announce it in class and by email.