120201 ESM3A - Advanced Linear Algebra, Stochastic Processes

Course offering details

Instructors: Dr. Keivan Mallahi Karai

Type: Lecture

Org-unit:

Course Name Abbreviation: ESM3A

Hours per week: 3

Credits: 5.00

Min. | Max. participants: - | -

Partial Grades:
Final Exam (40%)
Midterm Exam (30%)
Home Work (20%)
Quizz (10%)

Official Course Description:
ESM 3A is mandatory for students of EECS, and is also recommended as a home school elective for students who would like to learn more advanced topics from Linear Algebra and Prbability than were covered in second semester Engineering and Science Mathematics.
The course covers the Jordan normal form, LU and QR decomposition, idea of pivoting, singular value decomposition with application; function of one random variable (moments, characteristic function), bivariate distributions, moments (joint moments, conditional expectation), mean square estimation (basic concepts and prediction leading to concept of filter), Markov chains, stochastic convergence and limit theorems, random number generation, stationarity and ergodicity of Markov chains.

Literature
Primary Text
Required Reading (To view a list click a category.)
Recommended Reading (To view a list click a category.)
Appointments
Date From To Room Instructors
1 Wed, 2. Sep. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
2 Mon, 7. Sep. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
3 Wed, 9. Sep. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
4 Mon, 14. Sep. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
5 Wed, 16. Sep. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
6 Mon, 21. Sep. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
7 Wed, 23. Sep. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
8 Mon, 28. Sep. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
9 Wed, 30. Sep. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
10 Mon, 5. Oct. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
11 Wed, 7. Oct. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
12 Wed, 14. Oct. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
13 Mon, 19. Oct. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
14 Wed, 21. Oct. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
15 Mon, 26. Oct. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
16 Wed, 28. Oct. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
17 Mon, 2. Nov. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
18 Wed, 4. Nov. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
19 Mon, 9. Nov. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
20 Wed, 11. Nov. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
21 Mon, 16. Nov. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
22 Wed, 18. Nov. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
23 Mon, 23. Nov. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
24 Wed, 25. Nov. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
25 Mon, 30. Nov. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
26 Wed, 2. Dec. 2009 08:15 09:30 Lecture Hall Research III Dr. Keivan Mallahi Karai
27 Mon, 7. Dec. 2009 09:45 11:00 Lecture Hall Research III Dr. Keivan Mallahi Karai
Course specific exams
Description Date Instructors Mandatory
1. Final Exam Fri, 11. Dec. 2009 12:30-14:30 Dr. Keivan Mallahi Karai No
2. Final Exam Time tbd No
1. Midterm Exam Time tbd No
1. Home Work No Date No
1. Quizz No Date No
Contained in course catalogues
Course catalogue
Course Catalogue > School of Engineering and Science > Undergraduate Programs > Mathematics Service Courses
Class Session Overview
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
Instructors
Dr. Keivan Mallahi Karai