120201 ESM 3A - Advanced Linear Algebra, Stochastic Processes

Course offering details

Instructors: Prof. Dr. Peter Oswald

Type: Lecture

Org-unit:

Course Name Abbreviation: ESM 3A

Hours per week: 3

Credits: 5.00

Min. | Max. participants: - | -

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

Official Course Description:
Engineering and Science Mathematics 3A is mandatory for students in
Electrical Engineering and Computer Science, and is also recommended as a home school
elective for students who would like to learn more advanced topics from Linear Algebra and
Probability than were covered in second semester Engineering and Science Mathematics.
The course covers matrix factorizations such as Jordan normal form, QR, and SVD with
their typical applications, for example, to least-squares and low-rank approximation problems.
It deepens the understanding of discrete and continuous random variables and vectors (joint
and conditional distributions and moments, correlation and covariance, generating functions),
of sums of i.i.d. random variables and limit theorems, and introduces to the basic types of
stochastic processes (Markov chains, Poisson process, Wiener process) and their properties.

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 Wed, 5. Sep. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
2 Mon, 10. Sep. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
3 Wed, 12. Sep. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
4 Mon, 17. Sep. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
5 Wed, 19. Sep. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
6 Mon, 24. Sep. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
7 Wed, 26. Sep. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
8 Mon, 1. Oct. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
9 Mon, 8. Oct. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
10 Wed, 10. Oct. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
11 Mon, 15. Oct. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
12 Wed, 17. Oct. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
13 Wed, 24. Oct. 2012 08:00 09:40 Lecture Hall Research IIIEast Wing Prof. Dr. Peter Oswald
14 Mon, 29. Oct. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
15 Wed, 31. Oct. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
16 Mon, 5. Nov. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
17 Wed, 7. Nov. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
18 Mon, 12. Nov. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
19 Wed, 14. Nov. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
20 Mon, 19. Nov. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
21 Wed, 21. Nov. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
22 Mon, 26. Nov. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
23 Wed, 28. Nov. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
24 Mon, 3. Dec. 2012 09:45 11:00 Lecture Hall Research III Prof. Dr. Peter Oswald
25 Wed, 5. Dec. 2012 08:15 09:30 Lecture Hall Research III Prof. Dr. Peter Oswald
Course specific exams
Description Date Instructors Mandatory
1. Final Exam Wed, 12. Dec. 2012 12:30-14:30 Prof. Dr. Peter Oswald No
2. Final Exam Time tbd No
1. Midterm Exam Time tbd No
2. Midterm Exam Time tbd No
1. Home Work No Date No
1. Quizz(es) No Date No
Contained in course catalogues
Course catalogue
Course Catalogue > School of Engineering and Science > Mathematical Sciences > Undergraduate Level Courses
Class Session Overview
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Instructors
Prof. Dr. Peter Oswald