MATH 4110

Gromoll's MATH 4110 course is, generally, a very engaging and informative introduction to stochastic processes. The entire course was dedicated to Markov Chains, with the first half of the course discussing discrete time-discrete state space Markov Chains and the latter half introducing infinite state spaces and continuous time. I highly recommend this course to students interested in statistics and probability, as well as mathematical economics. Our grade consisted of 6 mini-exams, the lowest grade of which was dropped. One of the mini-exams was a computer exam, for which students had to write a program simulating a Markov Chain in Mathematica (but no previous programming experience was necessary). The mini-exams varied in difficulty considerably, although each student's final course grade is largely dependent on their scores relative to the overall class distribution; gauging your grade before the course ends can therefore be challenging – an uncertainty that's never fun.

In terms of teaching style, Gromoll is an engaging lecturer who provides extremely intuitive explanations (that complement the explanations provided by the textbook). However, the first half of the course was structured far more effectively than the second half; some of the later lectures became a bit chaotic and students were sometimes confused as to what content would be tested on the mini-exams. Overall, though, Gromoll is one of the best mathematics professors I have had, even though the course could have at times been conducted more effectively.