MATH 6241 — Stochastic Processes
2 semester hoursGraduateLectureusually offered: springtypical days: TBostonTraditional
Reviews probability theory; conditional probability and expectations; discrete-time and continuous-time Markov chains; Poisson process and exponential distributions (renewal theory and its applications, queueing theory); Brownian motion; and stochastic systems. Examines applications to Monte Carlo simulation and various real-world scenarios. Involves practical applications through computer simulations by a language programming and/or project in real-world problems such as finance, biostatistics, machine learning, etc.
Prerequisites
- MATH 5010 (min C-)
Offering history
| Term | Sections | Enrolled | Capacity | Full | Open seats/section |
|---|---|---|---|---|---|
| Spring 2026 | 1 | 12 | 25 | 48% | 13.0 |
Snapshots from scheduled scrapes — not live seat availability. "Full" can exceed 100% when sections over-enroll.
Meeting times
Share of recent sections by weekday: M 0% · T 100% · W 0% · Th 0% · F 0%
Common patterns: T (100% of sections) — in patterns, R means Thursday
Professors
Spring
Percentages are each professor's average share of the season's enrolled students in recent terms.
Unlocks
Courses that list MATH 6241 in their prerequisites.
Links
Official catalog (MATH course descriptions) · All MATH courses · Plan it at numap.app