Courses: Fall 2007
Math 224 Elementary Differential Equations
A first course in ordinary differential equations. First order equations and applications, linear equations with constant coefficients, linear systems, Laplace transforms, numerical methods of solution. Prereq: MATH 223.
Math 491 Graduate Probability I
Probabilistic concepts. Discrete probability, elementary distributions. Measure theoretic framework of probability theory. Probability spaces, sigma algebras, expectations, distributions. Independence. Classical results on almost sure convergence of sums of independent random variables. Kolmogorov's law of large numbers. Recurrence of sums. Weak convergence of probability measures. Inversion, Levy's continuity theorem. Central limit theorem. Introduction to the central limit problem. Prereq: MATH 423.