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%)
Homework&Quizzes (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.

Literature
Primary Text
  • Probability and Random Processes
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, 5. Sep. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
2 Wed, 7. Sep. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
3 Mon, 12. Sep. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
4 Wed, 14. Sep. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
5 Mon, 19. Sep. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
6 Wed, 21. Sep. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
7 Mon, 26. Sep. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
8 Wed, 28. Sep. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
9 Wed, 5. Oct. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
10 Mon, 10. Oct. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
11 Wed, 12. Oct. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
12 Wed, 19. Oct. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
13 Mon, 24. Oct. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
14 Wed, 26. Oct. 2011 08:00 09:40 East Wing Prof. Dr. Peter Oswald
15 Mon, 31. Oct. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
16 Wed, 2. Nov. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
17 Mon, 7. Nov. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
18 Wed, 9. Nov. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
19 Mon, 14. Nov. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
20 Wed, 16. Nov. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
21 Mon, 21. Nov. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
22 Wed, 23. Nov. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
23 Mon, 28. Nov. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
24 Wed, 30. Nov. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
25 Mon, 5. Dec. 2011 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
26 Wed, 7. Dec. 2011 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
27 Fri, 9. Dec. 2011 14:00 15:30 Lecture Hall Research III Prof. Dr. Peter Oswald
28 Mon, 12. Dec. 2011 11:00 12:30 Lecture Hall Research III Prof. Dr. Peter Oswald
Course specific exams
Description Date Instructors Mandatory
1. Final Exam Tue, 13. Dec. 2011 12:30-14:30 Prof. Dr. Peter Oswald No
2. Final Exam Time tbd No
1. Homework&Quizzes 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