Oct 22, 2017—Jan 19, 2018

Courses

The goal of the workshop is to accompany first year mathematics majors, and to improve their skills in writing formal proofs. In the course of the workshop, the students will work in small groups on writing proofs, with an emphasis on topics related to the foundational first year courses.

  • Groups as symmetries. Examples: cyclic, dihedral, symmetric and matrix groups.
  • Homomorphism. Subgroups and normal subgroups. Quotient groups. Lagrange’s theorem. The isomorphism theorems. Direct products of groups.
  • Actions of groups on sets. Cayley’s theorem.
  • Group automorphisms.
  • Sylow’s theorems. Application: classification of groups of small order.
  • Composition series and Jordan–Hoelder theorem. Solvable groups.
  • Classification of finite abelian groups, finitely-generated abelian groups.
  • Symmetric group and alternating group. The alternating group is simple.
  • Rings, maximal and prime ideals, integral domain, quotient ring. Homomorphism theorems.
  • Multilinear algebra: Quotient spaces. Tensor products of vector spaces. Action of $S_n$ on tensor powers. Exterior and symmetric algebras. Multilinear forms and determinant.
  • Optional topics: group of symmetries of platonic solids, free groups, semidirect products, representation theory of finite groups.

Algebras and sigma-algebras of subsets, the extension theorem and construction of Lebesgue’s measure on the line, general measure spaces, measurable functions and their distribution functions, integration theory, convergence theorems (Egorov’s, relations between convergence in measure and a.e. convergence), the spaces $L_1$ and $L_2$ and their completeness, signed measures, the Radon-Nikodym theorem, measures in product spaces and Fubini’s theorem.

  • Basic concepts of topology of metric spaces: open and closed sets, connectedness, compactness, completeness.
  • Normed spaces and inner product spaces. All norms on $\mathbb{R}^n$ are equivalent.
  • Theorem on existence of a unique fixed point for a contraction mapping on a complete metric space.
  • Differentiability of a map between Euclidean spaces. Partial derivatives. Gradient. Chain rule. Multivariable Taylor expansion.
  • Open mapping theorem and implicit function theorem. Lagrange multipliers. Maxima and minima problems.
  • Riemann integral. Subsets of zero measure and the Lebesgue integrability criterion. Jordan content.
  • Fubini theorem. Jacobian and the change of variables formula.
  • Path integrals. Closed and exact forms. Green’s theorem.
  • Time permitting, surface integrals, Stokes’s theorem, Gauss’ theorem

Ordinary differential equations of first order, existence and uniqueness theorems, linear equations of order n and the Wronskian, vector fields and autonomous equations, systems of linear differential equations, nonlinear systems of differential equations and stability near equilibrium

An introduction to the basic notions of probability theory:

sample spaces limits of events conditional probability independent events sigma algebras, continuous spaces, Lebesgue measure random variables and distributions independence expectation variance and covariance convergence of random variables: almost-sure, in Lp, in probability law of large numbers convergence in law central limit theorem

Number Theory studies the structure of the integers and the natural numbers. In addition to classical topics (prime numbers, congruences, quadratic residues, etc.) there is an emphasis on algorithmic questions and in particular on applications to cryptography.

  • Divisibility and prime numbers
  • Congruences
  • The multiplicative group of $\mathbb{Z}/m$
  • Quadratic residues
  • Continued fractions
  • Algebraic numbers and algebraic integers

The course will present Game Theory mostly from a mathematical point of view. Topics to be covered:

  1. Combinatorial games.
  2. Two-person zero-sum games.
  3. Linear programming.
  4. General-sum games.
  5. Equilibrium points.
  6. Random-turn games.
  7. Stable marriages.
  8. Voting.
  • Topological manifolds. The fundamental group and covering spaces. Applications.
  • Singular homology and applications.
  • Smooth manifolds. Differential forms and Stokes’ theorem, definition of de-Rham cohomology.
  • Additional topics as time permits.
Course Topics
  1. Modules: free modules, exact sequences, tensor products, Hom modules, flatness.
  2. Prime ideals and localization: local rings, Nakayama’s Lemma, the spectrum of a ring, dimension and connectedness.
  3. Noetherian rings: the Hilbert basis theorem, the Artin-Rees lemma, completion, grading.
  4. Dimension theory: the Hilbert nullstellensatz, Noether normalization, transcendence degree.

Banach spaces and Hilbert spaces. Basic properties of Hilbert spaces. Topological vector spaces. Banach-Steinhaus theorem; open mapping theorem and closed graph theorem. Hahn-Banach theorem. Duality. Measures on locally compact spaces; the dual of $C(X)$. Weak and weak-$*$ topologies; Banach-Alaoglu theorem. Convexity and the Krein-Milman theorem. The Stone-Weierstrass theorem. Compact operators on Hilbert space. Introduction to Banach algebras and Gelfand theory. Additional topics as time permits.

  • An axiom system for predicate calculus and the completeness theorem.
  • Introduction to model theory: The compactness Theorem, Skolem–Löwenheim Theorems, elementary substructures.
  • Decidability and undecidability of theories, Gödel first Incompleteness Theorem.
  1. Complex numbers: Cartesian coordinates, polar coordinates. Functions of a complex variable. Basic properties of analytic functions, the exponential function, trigonometric functions. Definition of contour integral. The Cauchy Integral Formula. Residues and poles. Evaluation of impoper real integrals with the use of residues.
  2. Inner product functional spaces. Orthogonal and orthonormal systems. Generalized Fourier series. Theorem on orthogonal projection. Bessel’s inequality and Parseval’s equality.
  3. Trigonometric Fourier series. Complex form of Fourier series. Fourier series expansion defined over various intervals. Pointwise and uniform convergence of Fourier series. Completness of trigonometric system and Parseval’s equality. Differentiation and integration of Fourier series.
  4. The Fourier integral as a limit of Fourier series. The Fourier transform: definition and basic properties. The inverse Fourier transform. The convolution theorem, Parseval’s theorem for the Fourier transform. A relation between Fourier and Laplace transforms. Application of Fourier transform to partial differential equations and image processing.
  5. Distributions (generalized functions). The Heaviside step function, the impulse delta-function. Derivative of distribution. Convergence of sequences in the space of distributions. The Fourier transform of distributions.
  1. Real numbers (axiomatic theory). Supremum and Infimum of a set. Existence of an n-th root for any a > 0. 2. Convergent sequences, subsequences, Cauchy sequences. The Bolzano-Weierstrass theorem. Upper and lower limits. 3. Series. Partial sums, convergent and divergent series, Cauchy criterion. Series of non-negative terms. The root and the ratio tests. Series of arbitrary terms. Dirichlet, Leibnitz, and Abel theorems. Rearrangements of series. The Riemann Theorem. 4. The limit of a function. Continuous functions. Continuity of the elementary functions. Properties of functions continuous on a closed interval. Uniformly continuous functions. Cantor?s theorem. 5. The derivative of a function. Mean value theorems. Derivatives of higher order. L’Hospital’s rule. Taylor’s theorem.
  • Fields: definitions, the field of complex numbers.
  • Linear equations: elementary operations, row reduction, homogeneous and inhomogeneous systems, representations of the solutions.
  • Vector spaces: examples, subspaces, linear dependence, bases, dimension.
  • Matrix algebra: matrix addition and multiplication, elemetary operations, the inverse of a matrix, the determinant, Cramer’s rule.
  • Linear transformations: examples, kernel and image, matrix representation.
  • Diagonalization: eigenvectors and eigenvalues, the characteristic polynomial, applications.
  • Bilinear forms.
  • Finite dimensional inner product spaces.
  • Operators on finite dimensional inner product spaces: the adjoint, self adjoint operators, normal operators, diagonalization of normal operators.
  1. Lines and planes. Cross product. Vector valued functions of a single variable, curves in the plane, tangents, motion on a curve.
  2. Functions of several variables: open and closed sets, limits, continuity, differentiability, directional derivatives, partial derivatives, the gradient, scalar and vector fields, the chain rule, the Jacobian. Implicit differentiation and the implicit function theorem. Extremum problems in the plane and in space: the Hessian and the second derivatives test, Lagrange multipliers.
  3. Line integrals in the plane and in space, definition and basic properties, work, independence from the path, connection to the gradient, conservative vector field, construction of potential functions. Applications to ODEs: exact equations and integrating factors. Line integral of second kind and arclength.
  4. Double and triple integrals: definition and basic properties, Fubini theorem. Change of variable and the Jacobian, polar coordinates in the plane and cylindrical and spherical coordinates in space. Green’s theorem in the plane.
  5. Parametric representation of surfaces in space, normals, the area of a parametrized surface, surface integrals including reparametrizations
  6. Curl and divergence of vector fields. The theorems of Gauss and Stokes.

State space and transfer functions, stability-state space and input output, observability and controllability, realization theory, Hankel Matrices, statefeedback ans stabilization, Ricatti equations.

The process diffusion limited aggregation, or DLA, is a remarkable process stemming from physics. Although it is known for almost 40 years, it still is mysterious and difficult to mathematically understand. Classically it has been studied in the plane. For this project we will simulate the process in other geometries, Euclidean as well as non-Euclidean. The goal is to obtain large-scale simulations, which may lead to further understanding and new ideas. Further, we will use the simulations repeatedly to measure experimentally different quantities associated with DLA, such as growth rate, fractal dimension, etc.

1) Probability space 2) Law of total probability 3) Conditional probability, independent events 4) Bayes’ law 5) Discrete random variables. Discrete distributions: uniform, Bernoulli, binomial, geometric, Poisson 6) Continuous random variable. Continuous distributions: uniform, exponential, normal 7) Discrete two-dimensional joint random variables 8) Independence of random variables 9) Expectation 10) Variance, covariance, correlation coefficient

Sample spaces and finite probability spaces with symmetric simple events, general probabilty spaces and the fields of events, the Borel filed and probabilities on it defined by densities, conditional probabilities and independent events, random variables and their distribution functions (discrete, absolutely continuous, mixed), the expectation of a random variable (for discrete, absolutely continuous and general distribution), the variance of a random variable, random vectors and the covariance, independent random variables, the central limit theorem for i.i.d. random variables, examples related to analysis of simple algorithms, joint densities (discrete or continuous) with computation of the covariance and the marginal distributions, the weak law of large numbers.1. A.M. Mood, F.A. Graybill And D.C.Boes. Introduction To The Theory Of Statistics 3rd Edition, Mcgraw-Hill, 1974. 2. A. Dvoretzky, Probability theory (in Hebrew), Academon, Jerusalem, 1968.3. B. Gnedenko, The theory of Probability, Chelsea 1967 (or Moscow 1982) in English; Russian origina titled ‘A course in probability theory”.

First order differential equations.1. Separable equations.2. Exact equations. Integrating factors.3. Homogeneous equations.4. Linear equations. Equation Bernulli.5. The existence theoremSecond order equations.1. Reduction of order.2. Fundamental solutions of the homogeneous equations3. Linear independence. Liouville formula. Wronskian.4. Homogeneous equations with constant coefficients.5. The nonhomogeneous problem.6. The method of undetermined coefficients.7. The method of variation of parameters. 8. Euler equation.9. Series solutions of second order linear equatHigher order linear equations.1. The Laplace transform2. Definition of the Laplace transform3. Solution of differential equations by method of Laplase transform.4. Step functions.5. The convolution integral.Systems of first order equations.1. Solution of linear systems by elimination.2. Linear homogeneous systems with constant coefficients.3. The matrix method. Eigenvalues and eigenvectors.4. Nonhomogeneous linear systems.

The course discusses elements of linear algebra over the real and complex numbers. 1. The complex numbers. Linear equations: elementary operations, row reduction, homogeneous and non-homogeneous linear equations. 2. Real and complex vector spaces. Examples, subspaces, linear dependence, bases, dimension. 3. Matrix algebra. Matrix addition and multiplication, elementary operations, LU decomposition, inverse matrix, the determinant, Cramer’s law. 4. Linear transformations: examples, kernel and image, matrix representation. 5. Inner products, orthonormal sequences, the Gram-Schmidt process. 6. Diagonalization: eigenvalues and eigenvectors, the characteristic polynomial. Time permitting: unitary and orthogonal matrices and diagonalization of Hermitian and symmetric matrices.

(1) Probability space.(2) Conditional probability, independent events, Bayes’s theorem, complete probabilities.(3) Random discrete variable, discrete distributions: uniform, binomial, geometric, hypergeometric, negative binomial, Poisson.(4) Random continuos variable, continuos distributions: uniform, exponential, normal.(5) Random discrete two dimensional variable, independence of variables.(6) Mean, variance, correlation coefficient.(7) Chebyshev inequalitiy, large numbers law.(8) Central Limit Theorem, normal approximation.

Ordinary differential equations: explicit solutions of first order equations. 2nd order equations. Higher order ordinary differential equations. Systems of ordinary differential equations. 2. Fourier series: Review of series of functions, Fourier expansions and properties of Fourier series, convergence of Fourier series, Gibbs phenomenon. Application to the heat conduction equation. 3. Additional applications as time permits.

  1. Ordinary differential equations: explicit solutions of first -order equations. 2nd order equations. Higher order ordinary differential equations. Systems of ordinary differential equations.
  2. Fourier series: Review of series of functions, Fourier expansions and properties of Fourier series, convergence of Fourier series, Gibbs phenomenon. Application to periodic ODE’s.
  3. The Laplace transform and applications to ODE’s.

Basic concepts, direction fields. First order differential equations. Separable and exact equations, integrating factors. Methods for finding explicit solutions, Bernoulli equations. Euler approximations. Examples, polulation growth. Second order differential equations. Equations with constant coefficients, the solution space, the Wronskian. Nonhomogeneous equations. Variation of parameters. Systems of two first order equations with constant coefficients. Examples and applications.

Topics: 1. Limits and Continuity of functions, applications 2. Differentiability of functions, applications 3. Differentiation techniques 4. Differentiation of Implicit functions, applications 5. Investigation of functions. 6. Multivariable functions, Partial derivatives, applications 7. The Definite Integral 8. The Indefinite Integral 9. Applications of Integrals 10. Integration techniques 11. Taylor polynomials 12. Simple Differential Equations.

Complex numbers.Systems of linear equations. Solving linear systems: row reduction and echelon forms. Homogenous and inhomogenous systems.Rank of matrix.Vector spaces. Linearly independent and linearly dependent sets of vectors. Linear combinations of vectors.Inner (dot) product, length, and orthogonality. The Gram - Schmidt process.Matrices: vector space of matrices, linear matrix operations, matrix multiplication, inverse matrix. An algorithm for finding inverse matrix by means of elementary row operations.Rank of matrix and its invertibility. Solving systems of linear equations by means of inverse matrix.Determinants. Condition detA=0 and its meaning. Tranposed matrix.Eigenvectors and eigenvalues. The characteristic polynomial and characteristic equation. Finding of eigenvectors and eigenvalues.Diagonalization and diagonalizable matrices. Symmetric matrices.

  1. Classification of linear Partial Differential Equations of order 2, canonical form.
  2. Fourier series (definition, Fourier theorem, odd and even periodic extensions, derivative, uniform convergence).
  3. Examples: Heat equation (Dirichlet’s and Newman’s problems), Wave equation (mixed type problem), Potential equation on a rectangle.
  4. Superposition of solutions, non-homogeneous equation.
  5. Infinite and semi-infinite Heat equation: Fourier integral, Green’s function. Duhamel’s principle.
  6. Infinite and semi-infinite Wave equation: D’Alembert’s solution.
  7. Potential equation on the disc: Poisson’s formula and solution as series.
  1. Real numbers. Supremum and Infimum of a set. 2. Convergent sequences, subsequences, Cauchy sequences. The Bolzano-Weierstrass theorem. Limit superior and limit inferior. 3. Series. Partial sums, convergent and divergent series, Cauchy criterion. Series of non-negative terms. The root and the ratio tests. Conditional and absolute convergence. The Leibnitz test for series with alternating signs. Rearrangements of series (without proof) 4. The limit of a function. Continuous functions. Continuity of the elementary functions. Properties of functions continuous on a closed interval: boundedness and attainment of extrema. Uniform continuity, Cantor?s theorem. 5. The derivative of a function. Mean value theorems. Derivatives of higher order. L’Hospital’s rule. Taylor’s theorem. Lagrange remainder formula.

In this course the basic concepts of one-dimensional analysis (a limit, a derivative, an integral) are introduced and explored in different applications: graphing functions, approximations, calculating areas etc.

  1. Limit of a function, continuity.
  2. Derivative, basic derivative formulas.
  3. Derivative of an inverse function; derivative of a composite function, the chain rule; derivative of an implicit function.
  4. Derivatives of high order.
  5. The mean value problem theorem. Indeterminate forms and l’Hopital’s rule.
  6. Rise and fall of a function; local minimal and maximal values of a function.
  7. Concavity and points of inflection. Asymptotes. Graphing functions.
  8. Linear approximations and differentials. Teylor’s theorem and approximations of an arbitrary order.
  9. Indefinite integrals: definition and properties.
  10. Integration methods: the substitution method, integration by parts.
  11. Definite integrals. The fundamental theorem of integral calculus (Newton-Leibniz’s theorem).
  12. Calculating areas.
Bibliography

Thomas & Finney, Calculus and Analytic Geometry, 8th Edition, Addison-Wesley (World Student Series).

1) The system of the real numbers: the natural numbers, well order, the inegers, the rational numbers, arithmetical operations and the field axioms, the order on the rational numbers, the Archimedian axiom, non completeness of the rationals, irrational numbers and the completeness of the reals, bounded sets, upper and lower bounds, maximum and minimum, supremum and infimum, rational and irrational powers, the basic inequalities (Bernoulli, Cauchy-Schwarz, the mean values, Holder, Minkowskii), the rational roots of a polynomial equation over the rational numbers.2) Sequences and their limits, the arithmetic of limits, divergence and tending to infinity, inequalities between sequences and between their limits, the Sandwitch Theorem, monotonic sequences, recursive sequences, Cantor’s Lemma, sub sequences, the Theorem of Bolzano-Weierstrass, the exponent, Cauchy’s criterion for the convergence of a sequence, upper limit, lower limit.3) Functions of a single variable, arithmetic operations on functions, monotone functions, the elementary functions.4) The limit of a function, the sequential definition and non sequential definition, the arithmetic of limits, one sided limits, Cauchy’s criterion, bounded functions, the order of magnitude of a function (big Oh and small Oh).5) Continuous functions, classification of discontinuities, the mean value theorem and its applications, continuity and being monotone.6) The derivative of a function, the graph of a function and the tangent line to the graph, the slope of the tangent line, the velocity, differentiability and continuity, the arithmetic of the differential operator in particular the Liebnitz rule, composition of functions, the chain rule, higher order derivatives, a theorem of Fermat, Roll’s Theorem, the maen value theorem of Lagrange, the mean value theorem of Cauchy, L’hospital rules, Taylor’s Theorem.7) Local and global maximum and minimum, inflection points, convex and concave functions, asymptotic lines, sketching

The aim of the course is to study main principles of probability theory. Such themes as probability spaces, random variables, probability distributions are given in details.Some applications are also considered.1. Probability space: sample space, probability function, finite symmetric probability space, combinatorial methods, and geometrical probabilities.2. Conditional probability, independent events, total probability formula, Bayes formula. 3. Discrete random variable, special distributions: uniform, binomial, geometric, negative binomial, hypergeometric and Poisson distribution. Poisson process.4. Continuous random variable, density function, cummulative distribution function. Special distributions: uniform, exponential, gamma and normal. Transformations of random variables. Distribution of maximum and minimum. Random variable of mixed type.5. Moments of random variable. Expectation and variance. Chebyshev inequality.6. Random vector, joint probability function, joint density function, marginal distributions. Conditional density, covariance and correlation coefficient.7. Central Limit Theorem. Normal approximation. Law of Large Numbers.

First order equations: separable equations, exact equations, linear equations, Bernulli equations. Existence and uniqueness. Second order equations. Reduction of order. Linear homogeneous equations, fundamental solutions and Wronskian. Inhomogeneous equations, variation of parameters. Equations with constant coefficients and the method of undetermined coefficients. Linear equations of higher order. Euler equations. Systems of differential equations. Laplace transform and its properties. Solution of initial value problems with discontinuous forcing functions. Impulse functions. Convolution.

  1. Normed spaces and spaces with inner products. The projection theorem for finite dimensional subspaces. Orthogonal systems in infinite dimensional spaces. The Bessel inequality and the Parseval equality, closed orthogonal systems. The Haar system.
  2. The Fourier series (in real and complex form). Approximate identities, closedness of the trigonometric / exponential system. Uniform convergence of the Fourier series of piecewise continuously differentiable functions on closed intervals of continuity; the Gibbs phenomenon. Integrability and differentiability term by term.
  3. The Fourier transform. The convolution theorem. The Plancherel equality. The inversion theorem. Applications: low pass filters and Shannon’s theorem.
  4. The Laplace transform. Basic relations and connection with the Fourier transform. A table of the Laplace transforms. The convolution integral. Application of the Laplace transform for solution of ODEs.
  5. Introduction to the theory of distributions. Differentiation of distributions, the delta function and its derivatives. Fourier series, Fourier transforms, and Laplace transforms of distributions.

Calculus B1
Pdf 201.1.9141 5.0 Credits

  1. Introduction to number theory. Intervals and segments. Concept of a function. Elementary functions. 2. Limit of a function.3. Continuity and discontinuity of functions.4. Derivative and differential. Basic derivatives. Differentiability and continuity. Linear approximation by differentials. High-order derivatives. The fundamental theorems of differentiation and their applications. L’Hopital’s theorem and its application to calculation of limits.5. Taylor’s polynom. Expansion of functions into Taylor’s and McLoran’s series. Expansions of some usage functions. Application of Taylor’s and McLoran’s polynoms a) to approximate calculations, and b) to calculation of limits.6. Investigation of a function. Extremal points. Necessary and sufficient conditions for extrema. Max. and min. of a function within a segment. Convexity and concavity, inflection point. Asymptotes. Graph construction.7. Primitive function and indefinite integral. Table integrals. Calculation of indefinite integrals by decomposition, by parts, by substitution. Integration of rational and trigonometric functions.8. Definite integrals. Reimann’s sum. The fundamental theorem. Formula of Newton-Leibnitz. Calculation of definite integrals. Integration by decomposition, by parts, by substitution.9. Use in definite integrals to calculation of areas, volumes and curve lengthes. Rectungular and polar coordinate systems.10. First-order ordinary differential equations. General definitions. Cauchy problem. Separated variables.

The system of the real numbers (without Dedekind cuts). The supremum axiom. Convergent sequences, subsequences, monotonic sequences, upper and lower limits. Series: partial sums, convergent and divergent series, examples, nonnegative series, the root test, the quotient test, general series, Dirichlet, Leibnitz, absolute convergence implies convergence (without a proof). Limits of functions, continuity, the continuity of the elementary functions, extrema in compact intervals. The derivative of a function, Lagrange’s Mean Value Theorem, high order derivatives, L’hospital’s rules, Taylor’s Theorem, error estimates, lots of examples. The Riemann integral: only for piecewise continuous functions (finitely many points of discontinuity). Riemann sums and the definition of the integral, The Fundamental Theorem of Calculus, the existence of primitive functions (anti-derivatives). Integration techniques: integration by parts, substitutions, partial fractions (without proofs), improper integrals, applications of integrals, estimation of series with the aid of integrals, Hardy’s symbols O, o and Omega, approximation of momenta and the Stirling formula.

  1. General background: sets and operations on them, Complex numbers: definition (via ordered pairs), addition and multiplication, inverses, adjoint, absolute value. Real and complex polynomials and their roots.
  2. Fields: Definition, properties, examples: Rationals, reals, complex numbers, integers mod p.
  3. Linear equations over fields, matrices and elementary row operations, rank of a matrix, solutions of homogeneous and non homogeneous systems of linear equations and the connections between them.
  4. Vector spaces over fields, subspaces, bases and dimensions, coordinates change of coordinate matrix, row rank as rank of a subspace, sums, direct sums of subspaces and the dimension theorem.
  5. Matrices multiplication, the algebra of square matrices, inverse determinants: properties, Cramer’s rule, adjoint and its use for finding the inverse.
  6. Linerar transformationsbasic propertieskernel and image of a linear trasformationrepresentaion of linear transformations by matrices and the effect of change of bases.linear functionals, dual bases
  1. Review of probability: a. Basic notions. b. Random variables, Transformation of random variables, Independence. c. Expectation, Variance, Co-variance. Conditional Expectation.
  2. Probability inequalities: Mean estimation, Hoeffding?s inequality.
  3. Convergence of random variables: a. Types of convergence. b. The law of large numbers. c. The central limit theorem.
  4. Statistical inference: a. Introduction. b. Parametric and non-parametric models. c. Point estimation, confidence interval and hypothesis testing.
  5. Parametric point estimation: a. Methods for finding estimators: method of moments; maximum likelihood; other methods. b. Properties of point estimators: bias; mean square error; consistency c. Properties of maximum likelihood estimators. d. Computing of maximum likelihood estimate
  6. Parametric interval estimation a. Introduction. b. Pivotal Quantity. c. Sampling from the normal distribution: confidence interval for mean, variance. d. Large-sample confidence intervals.
  7. Hypothesis testing concepts: parametric vs. nonparametric a. Introduction and main definitions. b. Sampling from the Normal distribution. c. p-values. d. Chi-square distribution and tests. e. Goodness-of-fit tests. f. Tests of independence. g. Empirical cumulative distribution function. Kolmogorov-Smirnov Goodness-of fit test.
  8. Regression. a. Simple linear regression. b. Least Squares and Maximum Likelihood. c. Properties of least Squares estimators. d. Prediction.
  9. Handling noisy data, outliers.

Calculus C
Pdf 201.1.9221 5.0 Credits

  1. Real numbers and real line, elementary functions and graphs, some functions arising in economics. The limit of a function, calculating limits using the limit laws, continuity, the number e.2. The derivative of a function, differential rules, higher derivatives, L’Hospital rules.3. Extreme values of functions, monotonic functions, point of inflection, concavity, curve sketching, applications to economics.4. Indefinite integrals, techniques of integration, definite and improper integrals, areas between curves, applications to economics.5. Functions of several variables, economics examples, partial derivatives, linearization, the chain rile, implicit and homogeneous functions, maximum and minimum, Lagrange multipliers.6. Introduction to linear algebra, matrices, linear systems.
  1. Introduction: the real and complex numbers, polynomials.
  2. Systems of linear equations and Gauss elimination.
  3. Vector spaces: examples (Euclidean 2-space and 3-space, function spaces, matrix spaces), basic concepts, basis and dimension of a vector space. Application to systems of linear equations.
  4. Inverse matrices, the determinant, scalar products.
  5. Linear transformations: kernel and image, the matrix representation of a transformation, change of basis.
  6. Eigenvalues, eigenvectors and diagonalization.
  1. The real numbers, inequalities in real numbers, the complex numbers, the Cartesian representation, the polar representation, the exponential representation, the Theorem of de Moivre, root computations.
  2. Systems of linear equations over the real or complex numbers, the solution set and its parametric representation, echelon form and the reduced echelon form of a matrix, backwards substitution, forward substitution and their complexity, the Gauss elimination algorithm and its complexity, the reduction algorithm and its complexity.
  3. Vector spaces, sub-spaces of vector spaces, linear combinations of vectors, the span of a set of vectors, linear dependence and linear independence, the dimension of a vector space, row spaces and column spaces of matrices, the rank of a matrix.
  4. Linear mappings between vector spaces, invertible mappings and isomorphisms, the matrix representation of finite dimensional linear mappings, inversion of a square matrix, composition of mappings, multiplication of matrices, the algebra of matrices, the kernel and the image of a linear mapping and the computation of bases, changing of a basis, the dimension theorem for linear mappings.
  5. Inner product spaces, orthogonality, the norm of a vector, orthonormal sets of vectors, the Cauchy-Schwarz inequality, the orthogonal complement of a sub-space, orthogonal sequences of vectors, the Gram-Schmidt algorithm, orthogonal transformations and orthogonal matrices.
  6. The determinant of a square matrix, minors and cofactors, Laplace expansions of the determinant, the adjoint matrix and Laplace theorem, conjugation of a square matrix, similarity transformations and their invariants (the determinant and the trace).
  7. Eigenvalues, eigenvectors, eigenspaces, diagonalization and similarity, the characteristic polynomial, the algebraic and the geometric multiplicities of an eigenvalue, the spectral theorem for Hermitian matrices.

Fields. Fields of rational, real and complex numbers. Finite fields. Calculations with complex numbers. Systems of linear equations. Gauss elimination method. Matrices. Canonical form of a matrix. Vector spaces . Homogeneous and non homogeneous systems. Vector spaces. Vector spaces. Vector subspace generated by a system of vectors. Vector subspace of solutions of a system of linear homogeneous equations. Linear dependence. Mutual disposition of subspaces. Basis and dimension of a vector space. Rank of a matrix. Intersection and sum of vector subspaces. Matrices and determinants. Operations with matrices. Invertible matrices. Change of a basis. Determinants. Polynomials over fields. Divisibility. Decomposition into prime polynomials over R and over C. Linear transformations and matrices. Linear transformations and matrices. Kernel and image. Linear operators and matrices. Algebra of linear operators. Invertible linear operators. Eigenvectors and eigenvalues of matrices and linear operators. Diagonalization of matrices and linear operators. Scalar multiplication. Orthogonalization process of Gram-Shmidt. Orthogonal diagonalization of symmetric matrices.

Sets. Set operations and the laws of set theory. Power set. Cartesian product of sets.The rules of sum and product. Permutations, combination, distributions. The Binomial Theorem. The well-ordering principle: mathematical induction. The principle of inclusion and exclusion. The pigeonhole principle. Recurrence relations. Generating functions.Relations and functions. Properties of relations. Equivalence relations and their properties. Partial order. Functions and their properties. Injective, surjective functions. Function composition and inverse functions.Graph, subgraph, complements. Graph isomorphism. Euler`s formula. Planar graph. Euler trails and circuits. Trees.Propositional logic. Syntax of propositional logic. Logical equivalence. The laws of logic. Logical implication. Equivalence and disjunctive normal form. Predicate logic. Syntax of predicate logic. Models. Equivalence of formulas. Normal form.Algebraic structures. Rings, groups, fields. The integer modulo n. Boolean algebra and its structure.

Notes

  • Courses marked with (*) are required for admission to the M.Sc. program in Mathematics.
  • The M.Sc. degree requires the successful completion of at least 2 courses marked (#). See the graduate program for details
  • The graduate courses are open to strong undergraduate students who have a grade average of 85 or above and who have obtained permission from the instructors and the head of the teaching committee.
  • Please see the detailed undergraduate and graduate programs for the for details on the requirments and possibilities for complete the degree.