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Courses of Interest

The document lists courses of interest being offered in Fall 2018, including courses in real analysis, probability and measure theory, stochastic processes, topology, computational matrix theory, statistics, microeconomics, and convex optimization methods in control. Some specific topics covered are axiom of choice, Lebesgue measure, integration, convergence theorems, probability spaces, random variables, laws of large numbers, random walks, Markov chains, martingales, queuing theory, Brownian motion, set theory, metric spaces, compactness, connectedness, perturbation theory, linear systems, eigenvalue problems, matrix factorizations, singular value decomposition, sampling, sufficiency, estimation, hypothesis testing, categorical data, externalities, economics of information, game theory,

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Pramesh Kumar
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48 views2 pages

Courses of Interest

The document lists courses of interest being offered in Fall 2018, including courses in real analysis, probability and measure theory, stochastic processes, topology, computational matrix theory, statistics, microeconomics, and convex optimization methods in control. Some specific topics covered are axiom of choice, Lebesgue measure, integration, convergence theorems, probability spaces, random variables, laws of large numbers, random walks, Markov chains, martingales, queuing theory, Brownian motion, set theory, metric spaces, compactness, connectedness, perturbation theory, linear systems, eigenvalue problems, matrix factorizations, singular value decomposition, sampling, sufficiency, estimation, hypothesis testing, categorical data, externalities, economics of information, game theory,

Uploaded by

Pramesh Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Courses of interest in Fall 2018

MATH 8601 - 001   Real Analysis

Set theory/fundamentals. Axiom of choice, measures, measure spaces, Borel/Lebesgue measure,


integration, fundamental convergence theorems, Riesz representation.

MATH 8651 - 001 Theory of Probability Including Measure Theory


Probability spaces. Distributions/expectations of random variables. Basic theorems of Lebesque
theory. Stochastic independence, sums of independent random variables, random walks,
filtrations. Probability, moment generating functions, characteristic functions. Laws of large
numbers.

MATH 5652 - 001   Introduction to Stochastic Processes

Random walks, Markov chains, branching processes, martingales, queuing theory, Brownian
motion.

MATH 5345H - 001   Honors: Introduction to Topology

Rigorous introduction to general topology. Set theory, Euclidean/metric spaces,


compactness/connectedness. May include Urysohn metrization, Tychonoff theorem or
fundamental group/covering spaces.

CSCI 5304 - 001   Computational Aspects of Matrix Theory


Perturbation theory for linear systems and eigenvalue problems. Direct/iterative solution of large
linear systems. Matrix factorizations. Computation of eigenvalues/eigenvectors. Singular value
decomposition. LAPACK/other software packages. Introduction to sparse matrix methods.

STAT 5102 - 001   Theory of Statistics II


Sampling, sufficiency, estimation, test of hypotheses, size/power. Categorical data. Contingency
tables. Linear models. Decision theory.
ECON 8001 - Microeconomic Analysis
Theories of consumer demand, producer supply, and market equilibrium; general equilibrium
and welfare. Sample topics: externalities, economics of information and uncertainty, and game
theory. This seven-week course meets with 4161.

AEM 8423: Convex Optimization Methods in Control

Practical aspects of convex optimization methods applied to solve design/analysis problems in


control theory.

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