MATH 5050 (Spring '21)

Time & Place: MWF 11:50AM - 12:40PM, on Zoom:
Instructor: Firas Rassoul-Agha
Office Hour: Mondays 10:30-11:30 AM or by appointment, on Zoom:
The passwords for the Zoom meetings are provided at the version of the syllabus on CANVAS. Please do not distribute it or post it anywhere online.

Attendance, punctuality, and etiquette: Attendance of the Zoom meetings is strongly encouraged. Please attend class on time, not to disrupt the meetings.
You will be automatically muted upon joining the meeting. To ask a question or make a comment you can temporarily unmute yourself by holding the space bar.
Please make sure you are back to being muted after you are done asking your question.

Videos: The lectures will be recorded and then posted here.

Technical requirements: CANVAS and Zoom navigation skills are expected. Zoom meetings will require a strong internet connection and adequate bandwidth.
Please let me know as soon as possible if you cannot meet these requirements.

Prerequisites: C or better in MATH 5040. Fulfills Quant Reason (Math & Stat/Log) & Quant Intensive BS. Meets with MATH 6815

Textbook: We will follow Introduction to Stochastic Processes by Gregory F. Lawler

We will cover chapters 6, 4, 5, 8, and 9 (in this order).

One book that has a lot of discussion on Stochastic Processes plus lots of exercises AND solutions is the book by Ross: Introduction to Probability Models.

Lecture notes: Supplementary lecture notes will be posted as we go. These have been written up by a former instructor of the course and do not necessarily cover
everything I cover in class. They also are not typo-free.

Forum: We will be using Piazza for class discussion and answering questions. The system is highly catered to getting you help fast and efficiently from classmates and myself.
Rather than emailing questions, I highly encourage you to post your questions on Piazza. I also highly encourage you to answer your classmate's questions, if you think you know the answer.
One advantage over CANVAS Discussion Board is that you can post anonymously, if you prefer.
You can sign up here but you will need an access code that you can find on the version of the syllabus on CANVAS.

Homework counts 25% and is assigned every other week. It will be posted at the bottom of this page and collected on CANVAS.

Three midterms count 25% each. They will be administered and proctored on Zoom:
tentatively on March 8, April 2, and May 4. Same time and Zoom link as lecture. (NOTE MAY 4 IS A TUESDAY)

No final exam

NO make-up tests or homeworks

The BEST way to keep up with the pace of this course and to prepare for exams is to solve, at the very least, the assigned homework problems in a timely fashion.
To learn the subject well you really need to solve as many problems as you can

Doing the math is the ONLY way to learn math

Homework Problems:

Homework 1, due Fri, Feb 12
Homework 2, due Fri, Feb 26
Solutions to Midterm 1
Homework 3, due Fri, Mar 19
Solution to 1a) on Homework 3
Homework 4, due Mon, Mar 29
Homework 5, due Fri, Apr 9
Solutions to Midterm 2
Homework 6, due Mon, Apr 26
More exercises on Ito's formula
Solutions to Midterm 3

Further important information:

  • It is the student's responsibility to regularly check their Umail or have it forwarded to an address they check regularly. The Umail is the only way for me to communicate privately with the student. There will be occasions during the semester that we may need to reach out to individual students (e.g. regarding a grade or assignment) and it is in their best interest to respond promptly.
  • I would like to encourage the students to email me only if it is something personal that requires individual attention. For questions about logistics of the class, course material and assignments, and anything else the classmates may wonder about as well, please post a question on Piazza. This way the information is shared quickly to the entire class, and everyone can benefit from seeing other classmates’ questions.
  • Please stay updated by regularly checking: the announcements on Canvas, your Umail, the posts on Piazza, and pay attention to the announcements given in class.
  • Students are expected to log in and check canvas regularly for posted announcements and assignments. Students are also strongly advised to set up notifications for canvas so they do not miss any important notifications.
  • Respectful participation in all aspects of the course will make our time together productive and engaging. Zoom lectures, discussion threads, emails and canvas are all considered equivalent to classrooms and student behavior within those environments shall conform to the student code.
  • The Americans with Disabilities Act: 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 & Access, 162 Olpin Union Building, 801-581-5020. CDA will work with you and the instructor to make arrangements for accommodations. All written information in this course can be made available in alternative format with prior notification to the Center for Disability & Access.
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  • Campus Safety: The University of Utah values the safety of all campus community members. To report suspicious activity or to request a courtesy escort, call campus police at 801-585-COPS (801-585-2677). You will receive important emergency alerts and safety messages regarding campus safety via text message. For more information regarding safety and to view available training resources, including helpful videos, visit
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  • Office of the Dean of Students The Office of the Dean of Students is dedicated to being a resource to students through support, advocacy, involvement, and accountability. It serves as a support for students facing challenges to their success as students, and assists with the interpretation of University policy and regulations. Please consider reaching out to the Office of Dean of Students for any questions, issues and concerns. 200 South Central Campus Dr., Suite 270. Monday-Friday 8 am-5 pm.