Table of contents

  1. Course Info
  2. Realistic Prerequisites
  3. Subject Matter
  4. Course Staff
  5. Lectures
  6. Problem Sets
  7. Exams
  8. Resources
  9. Grading
  10. Advice to Future Students

Course Info

Class Size 49
Hours/Week 8.3 (13 responses)
Instructors Peter J. Kempthorne (Lecturer)
# of Responses to Course 18 Underground Questions 8/49

Realistic Prerequisites

  • 18.600 was necessary and sufficient.

Subject Matter

  • Some students found the class very theoretical, while others found it very applied. The course appealed to both theoretical and applied math students.
  • The material was theoretical, with examples drawn from applications.
  • “The content was what you wanted it to be.”

Course Staff

  • The professor was very friendly, approachable, and considerate. Students universally found that he cared a lot about them.
  • “Accomodating with things like switching presentation times.”
  • “I cannot think of a single time this entire semester when he denied me an extension.”
  • “I also really enjoyed the guest speakers he brought in.”


  • Lectures received mostly negative reception. Students relied more on the course materials (textbook, notes) to learn the material.
  • “I found the lectures to be mostly incomprehensible. I mostly relied on re-reading the lecture notes after class and sometimes reading the textbook.”
  • “The lectures were very fast paced. The lecture slides were too dense for a lecture, but useful to refer back to during psets.”

Problem Sets

  • There were 6 psets, the due dates for which were interspersed with due dates for projects (group project, final paper).
  • The problem sets were taken directly from the textbook.
  • Students’ opinions on difficulty ranged from straightforward to challenging. The split was roughly even.
  • The lectures and textbook were adequate preparation for the problem sets.


  • No exams.


  • The official textbook was An Introduction to Stochastic Modeling by Pinsky and Karlin.
  • Students found the textbook mediocre, often opting for the lecture notes.


  • Students found the grading fair.
  • “Seems to me that the expected grade distribution should be mostly A/B’s.”

Advice to Future Students

  1. “Basically a project test. You do 2 projects on cool things in stochastic processes that you’re interested in. Concrete material wise I did not learn a whole ton”