INFT 776/CSI 778 Real Analysis and Statistics
(3:3:0).
Prerequisites.- STAT 652, ECE 620, 621, and 630. Modern parametric and
nonparametric statistical theory relies on measure and theory and the theory
of linear spaces. Focuses on the elements of measure theory and integration
including theory of measure spaces, sigma-fields, measures, measurability,
convergence theorems including Fatou's lemma and Radon-Nikodym derivatives.
Also covered is the theory of linear spaces including basic axioms, geometry of
function spaces, Cauchy sequences and completeness, normed linear spaces,
inner product spaces, bases, Banach and Hilbert spaces including L-1, L-2, L-p,
and L-infinity, null and dual spaces, reproducing kernels, and adjoint
operators.
Taught by E. Wegman, C. Sutton
Syllabus Available from E. Wegman