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STAT 333Stochastic Processes 1

Units
0.50
Faculty
Mathematics
Subject
Statistics

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 7 of the last 7 terms. Winter 2027: scheduled, 3 lecture sections. Spring 2027: schedule not out yet.

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

  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH237 - Calculus 3 for Honours Mathematics (0.50)
      • MATH247 - Calculus 3 (Advanced Level) (0.50)
    • Complete 1 of the following
      • Must have completed the following:
        • STAT240 - Probability (Advanced Level) (0.50)
      • Earned a minimum grade of 60% in each of the following:

Antirequisites

  • Not completed nor concurrently enrolled in any of the following:
    • STAT334 - Probability Models for Business and Accounting (0.50)

Leads to

Fall 2026 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 0016021117 / 150TTh 14:30–15:50
LEC 002656496 / 150TTh 11:30–12:50
TUT 1016022213 / 300W 16:30–17:20

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00155900 / 125TTh 10:00–11:20
LEC 00260180 / 125MW 14:30–15:50
LEC 7012222112 / 9999Online or by arrangement
TUT 10155910 / 125F 12:30–13:20
TUT 10276030 / 125F 10:30–11:20

Resources

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Reviewed on UW Flow

87% liked it21% easy89% useful

From 318 ratings and 64 comments on UW Flow. The most helpful comments, quoted as written, without names. Read them all on UW Flow.

  • Hard course with class averages in the 40s-60s. Cool course otherwise. Jeffrey Negrea is brutal.

    Apr 2026 · liked it · 2 found this helpfulOn UW FlowRemove this

  • I took the course with Pengfei. He made the course content very easy to understand. I found this course is super useful for CS students. I recommend to take this course along with CS 486, since both course cover the Markov Process and Conditional Probability. It will help you understand the topics in both courses very well. STAT 333 covers the theoretical part, and CS 486 will apply it to Bayesian Network and Markov Decision Process.

    Jul 2017 · liked it · 2 found this helpfulOn UW FlowRemove this

  • Allocate lots of time for practice problems. Focus on computations (Long/Short answers are computational, MC is proof-based), and try to gain an intuitive understanding for MC. Course is pretty well organized tho and the contents kinda interesting. Jeffery likes to re-use problems from previous/practice tests. Update: curve was good!

    Aug 2026 · didn’t like it · 1 found this helpfulOn UW FlowRemove this

  • DO NOT TAKE Jeffrey Negrea's STAT 333 THIS IS NOT A JOKE

    Apr 2026 · 1 found this helpfulOn UW FlowRemove this

  • Took it in W25 with Prof. Jeffrey Negrea. Overall the course was very well organized and well taught. Cheat sheets were allowed on all tests, midterms, and the final so it was mostly about solving the problems. The course content is fairly difficult but the tests and midterms were easy. However, there were 2 mark multiple choice (and a lot of them, like half of each midterm/test) that were very hard to score well in since a lot of them would have multiple answers that seem correct. The final was fairly difficult (not too hard in terms of the average question but it was long and there were a couple of very hard questions). Final grade was curved. I think overall it is easy to score well…

    May 2025 · liked it · 1 found this helpfulOn UW FlowRemove this

Discussed on r/uwaterloo

704 posts and comments in 487 threads mention STAT 333, October 2012 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Fall 2024

Mathematical Finance 7 points, 5 comments

“I’m a 2B student in Math/FARM, but the courses in Mathematical Finance look way more interesting to me. I know Mathematical Finance is hard, and I don’t have the best grades. …”

u/Outside_Buddy6449: “Did you take the advanced math courses in first/second-year? Those might be the best indicators to your success in math finance. …”

u/Outside_Buddy6449: “… I would suggest trying some of the harder math finance courses to see if those types of courses are for you (STAT 333 and PMATH 333/351 for example), since they are very different from first/second year math courses. …”

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STAT 330 Test 3 1 point, 5 comments

“How we studying for this one? Ngl I think I’m cooked.”

u/thetermguy: “You've got D-wreck as your prof? I still remember my final from that course lol. Looked at the last question and though what.the.hell is that?”

u/Icy_Environment9241: “No it’s Reza this term. I had Steve for stat333 and I left 1/3 of the final completely blank. Love the guy, he is a great professor but yeah that was brutal (curved the course like crazy though)”

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STAT 333 for 2B 5 points, 2 comments

u/serenelmuss314: “… Having completed Math 235/237/239, STAT 230 and another CS course in 2A, I am currently thinking of taking STAT 231, STAT 333, ACTSCI 231, PSYCH 101 for 2B (I have a few credit transfer so taking less than 5 courses for a few term is okay). …”

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STAT 330, STAT 331, STAT 332 2 points, 5 comments

“how feasible is it to do these courses in the same term? will the workload be too heavy or alright with other 2 courses being light electives?”

u/tried-n-tired: “I did STAT 331, STAT 332, and STAT 333 in one term (along with actsci 231 and a bird course) and I’m really not the strongest in math but passed them all, STAT 331/332 were not bad at all, so I think this is feasible especially with 2 light electives”

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Course advice 2 points, 5 comments

u/Crafty_Act1002: “Very confused about 3A stat courses. Stat330 Stat331 Stat332 Stat333 Stat340 Stat341 How many stat courses a term is doable. Also i hated stat230 but loved stat231. Thank u Also recommend any other courses i can take pls pls CO or CS or any other”

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Easier to take STAT 330 + 333 together or separately 3 points, 1 comment

“Since 333 is apparently very difficult, yet shares content with 330, would it be easier to take these together or separately (if I planned to take all of 330-333 in 2 terms)? …”

u/connlinski: “In my opinion, STAT 330 and STAT 333 are not quite similar, even though they use some common concepts/theories in probability theory. There was almost no overlapping in their content when I took them together (back in F22). …”

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Check it elsewhere for Fall 2026

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