Students in the Probability and Stochastic Processes course gave presentations on applications of stochastic processes on Jan. 13 and 15, marking the conclusion of the class.
Working in groups of two or three, they had 20 minutes to give their prepared presentation, followed by five minutes for a question-and-answer session with their classmates. Groups presented on topics ranging from weather prediction to regime changes to the infectious disease transition
The course, open to all students who had taken one year of math after AP Calculus, was offered for the first time during the 25-26 school year. It provided students with a foundation in probability, covering topics like random variables and random vectors. Students also explored Markov chains and stochastic processes, models of systems that change randomly over time.
“The variety of applications of stochastic processes is fascinating, and the students can certainly speak to that,” Mathematics teacher Anu Aiyer said. “The classic examples are Google’s PageRank algorithm, large language models and finance. But the students also saw other applications, either in class or through the group presentations, from card shuffling and Pokémon Go to more classic examples like martingales and random walks.”

on the game Pokémon Go in Probability and Stochastic Processes. Groups presented on topics ranging from weather prediction to regime changes to the infectious disease transition. (Jonathan Szeto)
Aiyer was inspired to introduce the class as an opportunity to expand her own mathematics knowledge and grow as a teacher. After students in last year’s mathematics courses offered input on topics of interest through a form, she chose to teach stochastic processes. The topic has a wide range of modern applications, including quantitative finance, search engines, and artificial intelligence.
“I enjoyed how difficult the class was,” said senior Jaden Fu, who presented on card shuffling with seniors Caden Ruan and Ritik Raman. “I had to take a lot of time to understand the concepts, and it was a different way of thinking about probability than I had experienced before.”
Aiyer planned the presentations because the time constraints of the semester-long class limited how much time could be spent exploring the many stochastic process applications. She hoped students would learn how the theoretical concepts covered in the course could be used in real life.
“I hope students take away from Probability and Stochastic Processes that with the kind of time-series data that we have access to now, stochastic processes and the way to model that data are going to be more and more prevalent,” Aiyer said. “So just knowing what a Markov chain is sets them apart from everybody else.”





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