120201 ESM3A - Advanced Linear Algebra, Stochastic Processes

Course offering details

Instructors: Prof. Dr. Peter Oswald

Type: Lecture

Org-unit:

Course Name Abbreviation: ESM3A

Hours per week: 3

Credits: 5.00

Min. | Max. participants: - | -

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

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.

Additional Information:
All participants are strongly encouraged to fill in the teaching evaluation.

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 Mon, 6. Sep. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
2 Wed, 8. Sep. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
3 Mon, 13. Sep. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
4 Wed, 15. Sep. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
5 Mon, 20. Sep. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
6 Wed, 22. Sep. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
7 Mon, 27. Sep. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
8 Wed, 29. Sep. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
9 Mon, 4. Oct. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
10 Wed, 6. Oct. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
11 Mon, 11. Oct. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
12 Wed, 13. Oct. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
13 Wed, 20. Oct. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
14 Mon, 25. Oct. 2010 09:35 11:10 East Wing Prof. Dr. Peter Oswald
15 Wed, 27. Oct. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
16 Mon, 1. Nov. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
17 Wed, 3. Nov. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
18 Mon, 8. Nov. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
19 Wed, 10. Nov. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
20 Mon, 15. Nov. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
21 Wed, 17. Nov. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
22 Mon, 22. Nov. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
23 Wed, 24. Nov. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
24 Mon, 29. Nov. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
25 Wed, 1. Dec. 2010 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
26 Mon, 6. Dec. 2010 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
Course specific exams
Description Date Instructors Mandatory
1. Final Exam Tue, 14. Dec. 2010 16:00-18:00 Prof. Dr. Peter Oswald No
2. Final Exam Time tbd No
1. Home Work No Date No
2. Home Work No Date No
1. Midterm Exam Time tbd No
2. Midterm Exam Time tbd No
Contained in course catalogues
Course catalogue
Course Catalogue > School of Engineering and Science > Undergraduate Programs > Mathematics Service Courses
Class Session Overview
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Instructors
Prof. Dr. Peter Oswald