Complex integration, including Goursat's theorem; classification of singularities, the argument principle, the maximum principle; Riemann Mapping theorem; analytic continuation and Riemann surfaces; range of an analytic function, including Picard's theorem.
This sequence develops the qualitative theory for systems of differential equations. Topics include stability, Lyapunov functions, Floquet theory, attractors, invariant manifolds, bifurcation theory, and normal forms. (2nd of two courses)
Multivariate normal distribution theory, correlation and dependence analysis, regression and prediction, dimension-reduction methods, sampling distributions and related inference problems, selected applications in classification theory, multivariate process control, and pattern recognition.
Basic theories of statistical estimation, including optimal estimation in finite samples and asymptotically optimal estimation. A careful mathematical treatment of the primary techniques of estimation utilized by statisticians.
Continuous time Markov chains. Uniformization, transient and limiting behavior. Brownian motion and martingales. Optional sampling and convergence. Modeling of inventories, finance, flows in manufacturing and computer networks. (Also listed as ISyE 6762)
