WClasses

STAT 333 - Stochastic Processes 1

This course provides an introduction to stochastic processes, with an emphasis on regenerative phenomena. Topics cover generating functions, conditional probability distributions and conditional expectation, discrete-time Markov chains with a countable state space, limit distributions for ergodic and absorbing chains, applications including the random walk, the gambler's ruin problem, and the Galton-Watson branching process, an introduction to counting processes, connections between the exponential distribution and Poisson process, and non-homogeneous and compound Poisson processes.

Prerequisites

STAT230 with a grade of at least 60% or STAT240; MATH237 or MATH247.

Corequisites

None

Antirequisites

STAT334

Offerings

Spring 2026 [1265]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 00136000 / 200
TUT 10136460 / 200

Winter 2026 [1261]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015774109 / 12514:30 - 15:50 T,Th
LEC 002623272 / 12516:00 - 17:20 T,Th
TUT 1015775181 / 25012:30 - 13:20 F

Fall 2025 [1259]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001626887 / 15016:00 - 17:20 T,Th
LEC 002695194 / 15010:00 - 11:20 T,Th
TUT 1016269181 / 30016:30 - 17:20 W

Spring 2025 [1255]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013678145 / 20014:30 - 15:50 M,W
TUT 1013726145 / 20010:30 - 11:20 F

Winter 2025 [1251]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015855143 / 15014:30 - 15:50 M,W
LEC 002633368 / 12516:00 - 17:20 M,W
TUT 1015856211 / 25011:30 - 12:20 F
TUT 10289120 / 2511:30 - 12:20 F

Spring 2024 [1245]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013715149 / 20016:00 - 17:20 M,W
TUT 1013763149 / 20015:30 - 16:20 F

Winter 2024 [1241]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015876104 / 12513:00 - 14:20 T,Th
LEC 002639075 / 12510:00 - 11:20 T,Th
TUT 1015877179 / 25010:30 - 11:20 F

Fall 2023 [1239]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0016116145 / 19011:30 - 12:50 T,Th
LEC 0026914153 / 19013:00 - 14:20 T,Th
TUT 1016117298 / 38014:30 - 15:20 F

Spring 2023 [1235]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013835125 / 19013:00 - 14:20 M,W
LEC 0024167103 / 19011:30 - 12:50 M,W
TUT 1013883228 / 38015:30 - 16:20 F

Winter 2023 [1231]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001600489 / 19010:00 - 11:20 M,WDC 1350Steve Drekic
LEC 002658072 / 19014:30 - 15:50 M,WSTC 1012Steve Drekic
LEC 00394601 / 0
TUT 1016005161 / 38013:30 - 14:20 MM3 1006Steve Drekic

Fall 2022 [1229]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0017220148 / 19014:30 - 15:50 M,WM3 1006Yi Shen
LEC 0021014157 / 19013:00 - 14:20 T,ThAL 116Mehdi Molkaraie
LEC 003110793 / 1
TUT 1017221148 / 19009:30 - 10:20 FAL 113Yi Shen
TUT 1021014357 / 19014:30 - 15:20 TDC 1350Mehdi Molkaraie

Spring 2022 [1225]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001360963 / 19010:00 - 11:20 T,ThDC 1351Shuangjian Zhang
LEC 002398879 / 19014:30 - 15:50 T,ThDC 1350Shuangjian Zhang
TUT 1013660142 / 38013:30 - 14:20 FM3 1006Shuangjian Zhang

Winter 2022 [1221]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001586885 / 10214:30 - 15:50 M,WRCH 103Aukosh Jagannath
LEC 002654662 / 10210:00 - 11:20 M,WDWE 3522Shuangjian Zhang
TUT 101586985 / 10213:30 - 14:20 TMC 2065Aukosh Jagannath
TUT 102665962 / 10211:30 - 12:20 MDWE 1501Shuangjian Zhang

Fall 2021 [1219]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0016173209 / 323 Mirabelle Huynh
LEC 002651265 / 77 Steve Drekic
TUT 101617465 / 7710:30 - 11:20 TSTC 0010Steve Drekic
TUT 102101120 / 77

Spring 2021 [1215]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0413396212 / 450 Mirabelle Huynh

Winter 2021 [1211]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0415919221 / 300 Yi Shen

Fall 2020 [1209]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0416069316 / 400 Reza Ramezan

Spring 2020 [1205]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013639436 / 450 Steve Drekic

Winter 2020 [1201]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015764182 / 20013:00 - 14:20 T,ThAL 113Yi Shen
LEC 002780765 / 15011:30 - 12:50 T,ThEIT 1015Aukosh Jagannath
LEC 00395132 / 1
TUT 1015765247 / 35014:30 - 15:20 MRCH 101Aukosh Jagannath

Fall 2019 [1199]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015889108 / 15010:00 - 11:20 T,ThSTC 0050Mirabelle Huynh
LEC 002623878 / 15011:30 - 12:50 M,WMC 1085Steve Drekic
TUT 1015890186 / 30014:30 - 15:20 FAHS 1689Mirabelle Huynh

Spring 2019 [1195]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013647188 / 19011:30 - 12:20 M,W,FDC 1350Pengfei Li
LEC 0024050176 / 19012:30 - 13:20 M,W,FMC 2066Pengfei Li
TUT 1013700364 / 38009:30 - 10:20 FM3 1006Pengfei Li

Winter 2019 [1191]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015639277 / 30013:00 - 14:20 T,ThAHS 1689Yi Shen
LEC 00494314 / 2
TUT 1015640277 / 30009:30 - 10:20 FAHS 1689Yi Shen

Fall 2018 [1189]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015735135 / 15010:00 - 11:20 T,ThSTC 0010Steve Drekic
LEC 0026092110 / 15013:00 - 14:20 T,ThSTC 0010Steve Drekic
LEC 00395211 / 1
TUT 1015736245 / 30012:30 - 13:20 FM3 1006Steve Drekic

Spring 2018 [1185]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013537135 / 18511:30 - 12:50 M,WMC 2065Diana Katherine Skrzydlo
LEC 0023981171 / 18514:30 - 15:50 M,WSTC 1012Dina Dawoud
TUT 1013590306 / 37012:30 - 13:20 FSTC 1012Diana Katherine Skrzydlo

Winter 2018 [1181]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015695182 / 22510:00 - 11:20 T,ThSJ2 1004Steve Drekic
LEC 00296411 / 1
TUT 1015696182 / 22517:30 - 18:20 MAHS 1689Steve Drekic

Fall 2017 [1179]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015827147 / 15010:30 - 11:20 M,W,FSTC 0010Steve Drekic
LEC 002621449 / 10008:30 - 09:20 M,W,FRCH 110Kevin Granville
LEC 00394651 / 1
TUT 1015828196 / 25017:30 - 18:20 MDC 1350Kevin Granville

Spring 2017 [1175]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013536176 / 18513:00 - 14:20 T,ThMC 2065Pengfei Li
LEC 0025175175 / 18511:30 - 12:50 T,ThMC 2065Pengfei Li
TUT 1013589351 / 37014:30 - 15:20 FM3 1006Pengfei Li

Winter 2017 [1171]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001542686 / 12011:30 - 12:50 T,ThMC 4061Steve Drekic
LEC 002581049 / 12013:00 - 14:20 T,ThMC 4021Steve Drekic
LEC 00385362 / 1
TUT 1015427135 / 24009:30 - 10:20 MDC 1351Steve Drekic

Fall 2016 [1169]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015804116 / 15011:30 - 12:50 T,ThSTC 0050Yi Shen
LEC 0026206105 / 15016:00 - 17:20 T,ThSTC 0010Yi Shen
TUT 1015805221 / 30016:30 - 17:20 FSTC 1012Yi Shen

Spring 2016 [1165]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013539248 / 25010:30 - 11:20 M,W,FDC 1350Pengfei Li
TUT 1013592248 / 25012:30 - 13:20 WRCH 101Pengfei Li

Winter 2016 [1161]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001596694 / 12010:00 - 11:20 T,ThSTC 0040Steve Drekic
LEC 002637196 / 10013:00 - 14:20 T,ThSTC 0060Steve Drekic
LEC 00388271 / 1
TUT 1015967190 / 22015:30 - 16:20 MDC 1351Steve Drekic

Fall 2015 [1159]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0016071113 / 12008:30 - 09:50 T,ThEV3 1408Chong Zhang
LEC 0026501118 / 12014:30 - 15:50 T,ThMC 4021Chong Zhang
TUT 1016072231 / 24010:30 - 11:20 FDC 1350Chong Zhang

Spring 2015 [1155]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013609184 / 19011:30 - 12:50 T,FMC 2066Pengfei Li
TUT 1013662184 / 19013:30 - 14:20 FMC 2065Pengfei Li

Winter 2015 [1151]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001575479 / 10014:30 - 15:50 M,ThMC 2017Yi Shen
LEC 002618153 / 10013:00 - 14:20 W,FRCH 105Martin Lysy
TUT 1015755132 / 20011:30 - 12:20 TAL 113Martin Lysy

Fall 2014 [1149]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015737119 / 12014:30 - 15:50 T,ThMC 4061Pengfei Li
LEC 002618997 / 15013:00 - 14:20 T,ThRCH 302Martin Lysy
LEC 00388742 / 1
TUT 1015738216 / 27017:30 - 18:20 WM3 1006

Spring 2014 [1145]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013518161 / 19016:30 - 17:20 M,W,ThMC 2065Diana Katherine Skrzydlo
TUT 1013571161 / 19011:30 - 12:20 ThDC 1351Diana Katherine Skrzydlo

Winter 2014 [1141]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015565115 / 12011:30 - 12:50 T,ThMC 4059Steve Drekic
LEC 002604963 / 12013:00 - 14:20 T,ThMC 4020Martin Lysy
TUT 1015566178 / 24016:00 - 16:50 TM3 1006Steve Drekic

Fall 2013 [1139]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015392187 / 19013:00 - 14:20 T,ThMC 2065Steve Drekic
LEC 002586545 / 15016:30 - 17:50 T,ThHH 1101Peisong Han
LEC 00382252 / 1
TUT 1015393232 / 34015:30 - 16:20 MM3 1006Steve Drekic

Spring 2013 [1135]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013346120 / 19014:30 - 15:50 T,ThMC 2065Mehdi Molkaraie
TUT 1013399120 / 19014:30 - 15:20 FMC 2066

Winter 2013 [1131]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001532250 / 15008:30 - 09:20 M,W,FMC 1085Martin Lysy
LEC 0027298126 / 15011:30 - 12:20 M,W,FMC 1085Martin Lysy
TUT 101532382 / 15016:00 - 16:50 ThMC 1085Martin Lysy
TUT 102729994 / 15015:30 - 16:20 WMC 1085Martin Lysy

Fall 2012 [1129]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015319238 / 25011:30 - 12:50 T,ThDC 1350Pengfei Li
LEC 002583541 / 9513:00 - 14:20 T,ThMC 2035Mehdi Molkaraie
LEC 00385260 / 1
TUT 1015320238 / 25016:30 - 17:20 MDC 1350Pengfei Li
TUT 102583641 / 9515:30 - 16:20 MMC 4045

Spring 2012 [1125]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013392154 / 19014:30 - 15:50 T,ThPHY 145Pengfei Li
TUT 1013445154 / 19014:30 - 15:20 FPHY 145Pengfei Li

Winter 2012 [1121]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015104229 / 25008:30 - 09:20 M,W,FDC 1351Diana Katherine Skrzydlo
TUT 1015105229 / 25016:00 - 16:50 ThDC 1351Diana Katherine Skrzydlo

Fall 2011 [1119]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015147186 / 25011:30 - 12:50 T,ThDC 1350Diana Katherine Skrzydlo
LEC 002716785 / 10013:00 - 14:20 T,ThMC 4045Javid Ali
TUT 1015148186 / 25016:30 - 17:20 MMC 4021
TUT 102716885 / 10015:30 - 16:20 MMC 4045

Spring 2011 [1115]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001328185 / 19014:30 - 15:50 T,ThMC 2065Xiaorong Zou
TUT 101333685 / 19014:30 - 15:20 FMC 2065

Winter 2011 [1111]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015060168 / 19008:30 - 09:20 M,W,FMC 2065Christopher G Small
LEC 00282021 / 1
TUT 1015061168 / 19016:00 - 16:50 ThMC 2065

Fall 2010 [1109]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015184193 / 19011:30 - 12:50 T,ThMC 2065Zhongxian Men
LEC 00280541 / 1
TUT 1015185193 / 19016:30 - 17:20 MMC 2065

Spring 2010 [1105]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0014670174 / 19014:30 - 15:50 T,ThMC 2066Diana Katherine Skrzydlo
TUT 1014780174 / 19014:30 - 15:20 FMC 2065

Winter 2010 [1101]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0015025152 / 18008:30 - 09:20 M,W,FDC 1351Diana Katherine Skrzydlo
TUT 1015026152 / 18016:00 - 16:50 ThDC 1351

Fall 2009 [1099]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0014918159 / 16511:30 - 12:50 T,ThMC 2065Steve Drekic
TUT 1014919159 / 16516:30 - 17:20 MMC 2066

Spring 2009 [1095]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013135144 / 14014:30 - 15:50 T,ThMC 1085Diana Katherine Skrzydlo
TUT 1013210144 / 14015:30 - 16:20 FMC 1085

Winter 2009 [1091]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0014251131 / 14009:30 - 10:20 M,W,FRCH 301Colleen D Cutler
TUT 1014252131 / 14016:30 - 17:20 TMC 2065

Fall 2008 [1089]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013796163 / 16511:30 - 12:50 T,ThMC 2065Steve Drekic
TUT 1013797163 / 16516:30 - 17:20 WMC 2065

Spring 2008 [1085]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0012573111 / 11514:30 - 15:50 T,ThMC 4059Diana Katherine Chisholm
TUT 1012651111 / 11516:30 - 17:20 WMC 4059Diana Katherine Chisholm

Winter 2008 [1081]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013414122 / 12009:30 - 10:20 M,W,FMC 4021David Matthews
LEC 00237300 / 80
TUT 1013415122 / 12016:30 - 17:20 TMC 4059David Matthews

Fall 2007 [1079]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001351165 / 8011:30 - 12:50 T,ThRCH 309Steve Drekic
LEC 002389045 / 7913:00 - 14:20 T,ThRCH 309Steve Drekic
TUT 1013512110 / 15916:30 - 17:20 WRCH 301Steve Drekic

Spring 2007 [1075]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0012187106 / 11014:30 - 15:50 T,ThMC 4021Pengfei Li
TUT 1012268106 / 11016:30 - 17:20 WMC 4021Pengfei Li

Winter 2007 [1071]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001334867 / 7512:30 - 13:20 M,W,FMC 4045Colleen D Cutler
LEC 002374159 / 6509:30 - 10:20 M,W,FMC 4045Colleen D Cutler
TUT 101334967 / 7516:30 - 17:20 TMC 1085Colleen D Cutler
TUT 102374259 / 6516:30 - 17:20 TMC 1085Colleen D Cutler

Fall 2006 [1069]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001340376 / 8011:30 - 12:50 T,ThMC 2034Christopher G Small
LEC 002487170 / 8014:30 - 15:50 T,ThRCH 305Christopher G Small
TUT 101340476 / 8016:30 - 17:20 WMC 2035Christopher G Small
TUT 102487270 / 8016:30 - 17:20 WRCH 305Christopher G Small

Spring 2006 [1065]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001216595 / 11014:30 - 15:50 T,ThMC 4021Colleen D Cutler
TUT 101225395 / 11016:30 - 17:20 WMC 4020Colleen D Cutler

Winter 2006 [1061]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001322682 / 7512:30 - 13:20 M,W,F,M,C Andrei Badescu
LEC 002496657 / 6008:30 - 09:20 M,W,F,M,C David Landriault
TUT 101322782 / 7516:30 - 17:20 T,M,C David Landriault
TUT 102496757 / 6016:30 - 17:20 T,M,C David Landriault

Fall 2005 [1059]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013344115 / 13011:30 - 12:50 T,Th,D,C Christopher G Small
TUT 1013345115 / 13016:30 - 17:20 Th,M,C Christopher G Small

Spring 2005 [1055]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001216291 / 9014:30 - 15:50 T,Th,M,C Peter Song
TUT 101226291 / 9016:30 - 17:20 Th,M,C Peter Song

Winter 2005 [1051]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 0013176132 / 13512:30 - 13:20 M,W,F,E,I,T Andrei Badescu
TUT 1013177132 / 13516:30 - 17:20 T,E,I,T Andrei Badescu

Fall 2004 [1049]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001334193 / 9011:30 - 12:50 T,Th,M,C Colleen D Cutler
TUT 101334293 / 9016:30 - 17:20 Th,M,C Colleen D Cutler

Spring 2004 [1045]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001205876 / 9013:00 - 14:20 T,Th,M,C Jiahua Chen
TUT 101216176 / 9013:30 - 14:20 F,M,C Jiahua Chen

Winter 2004 [1041]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001302887 / 9012:30 - 13:20 M,W,F,M,C Adam A Kolkiewicz
TUT 101302987 / 9016:30 - 17:20 T,M,C Adam A Kolkiewicz

Fall 2003 [1039]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001326387 / 8011:30 - 12:50 T,Th,M,C Jiahua Chen
TUT 101326487 / 8016:30 - 17:20 Th,M,C Jiahua Chen

Spring 2003 [1035]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001217882 / 11011:30 - 12:50 T,Th,M,C Colleen D Cutler
TUT 101228582 / 11013:30 - 14:20 F,M,C Colleen D Cutler

Winter 2003 [1031]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001363672 / 7012:30 - 13:20 M,W,F,M,C Jiahua Chen
TUT 101363772 / 7015:30 - 16:20 F,M,C Jiahua Chen

Fall 2002 [1029]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001314680 / 7012:30 - 13:20 M,W,F,M,C Jiahua Chen
TUT 101314780 / 7016:30 - 17:20 M,M,C Jiahua Chen

Spring 2002 [1025]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001190196 / 7511:30 - 12:50 T,Th,M,C Christopher G Small
TUT 101202696 / 7513:30 - 14:20 F,M,C Christopher G Small

Winter 2002 [1021]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001226350 / 7012:30 - 13:20 M,W,F,M,C Steve Drekic
TUT 101226450 / 7015:30 - 16:20 F,M,C Steve Drekic

Fall 2001 [1019]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001328252 / 7012:30 - 13:20 M,W,F,M,C Colleen Diane Cutler
TUT 101328352 / 7016:30 - 17:20 M,C Colleen Diane Cutler

UW Flow Ratings

Liked: 87.42%

87.42%

Easy: 20.61%

20.61%

Useful: 89.44 %

89.44%

STAT 333 leads to

ACTSC 431 - Casualty and Health Insurance Mathematics 2

ACTSC 432 - Credibility and Risk Theory

ACTSC 445 - Quantitative Enterprise Risk Management

ACTSC 446 - Mathematics of Financial Markets

MATBUS 470 - Derivatives

STAT 433 - Stochastic Processes 2

STAT 446 - Mathematical Models in Finance

STAT 464 - Topics in Probability Theory