Mathematics & Statistics Courses
For more detailed descriptions, syllabi and schedule go to mathematics and statistics courses page.
- CAS MA711: Real Analysis. Measure theory and integration on measure spaces, specialization to integration on locally compact spaces, and the Haar integral. Lp spaces, duality, and representation theorems. Introduction to Banach and Hilbert spaces, open mapping theorem, spectral theorem for Hermitian operators, and compact and Fredholm operators.
- CAS MA 717: Functional Analysis I. Theory of Banach and Hilbert spaces, and Hahn-Banach and separation theorems. Dual spaces. Banach contraction mapping theorem. Reflexivity and Krein-Milman theorem. Operator theory. Brouwer-Schauder fixed-point theorems. Applications to probability, dynamical systems, and applied mathematics.
- CAS MA 741: Algebra I. Basic properties of groups, rings, fields, and modules. Specific topics include the Jordan-Holder and Sylow theorems, local rings, theory of localization, modules over PIDs, and Galois theory.
- CAS MA 742: Algebra II. Advanced topics in algebra. Linear and multilinear algebra, commutative algebra, and an introduction to category theory and homological algebra. Further topics may include representation of groups, completions, real fields, and elementary algebraic number theory and algebraic geometry.
- CAS MA 779: Probability Theory I. Introduction to probability with measure theoretic foundations. Fundamentals of measure theory. Probability space. Measurable functions and random variables. Expectation and conditional expectation. Zero-one laws and Borel-Cantelli lemmas. Chracteristic functions. Modes of convergence. Uniform integrability. Skorokhod representation theorem. Basic limit theorems.
- CAS MA 780: Probability Theory II. Probability topics important in applications and research. Laws of large numbers. Three series theorem. Central limit theorems for independent and non-identically distributed random variables. Speed of convergence. Large deviations. Laws of the iterated logarithm. Stable and infinitely divisible distributions. Discrete time martingales and applications.
- CAS MA 782: Hypothesis Testing. Parametric hypothesis testing, uniformly and locally the most powerful tests, similar tests, invariant tests, likelihood ratio tests, linear model testing, asymptotic theory of likelihood ratio, and chi-squared test. Logit and log-lin analysis of contingency tables.