This course will enable you to analyze random systems and their long-run behavior by the computation of key quantities such as hitting probabilities and mean hitting times. On a more global scale, it aims at training undergraduates to design stochastic models with potential applications in various fields, such as biology, economics, finance, physics, analytics and data science.
-
The content was so hard, I had to FGO this mod… Yet, I will still recommend this mod for other math students as the topic itself is relatively interesting (markov chain etc) and the prof is very fun and engaging.
January 23, 2026
