[This page was last updated on May 23, 2012.]

Brief Descriptions on this Page of the Assigned Courses:

- Real Analysis, Fall 2012
- Real Analysis, Spring 2013
- Prediction and Filtering, Spring 2013
- Disclaimer for U of M

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Fall 2012, Math 8601, Real Analysis, 3 credits, 10:10-11:00 MWF, VinH 113

Final Examination: 8:00-10:00, T, Dec. 18, 2012, VinH 113

Roughly speaking we will cover the first seven chapters of the book, ``Measure and Integral, an Introduction to Real Analysis'' by Richard L. Wheeden and Antoni Zygmund. There might also be further topics treated in class as well as other exercises and problems, and there might be some topics from identified books on reserve in the mathematics library, and, if it can be done at a reasonable cost, other books to purchase besides the book by Wheeden and Zygmund.

Roughly speaking, for an 8xxx-level course there should be 4 hours effort per week per credit, counting class time, and this effort should be distributed somewhat evenly within each week, as well as among the weeks of the semester. Thus, for 8601, a 3-credit course meeting 3 times per week, this expectation comes to 9 hours outside of class per week.

Occasionally undergraduates have sufficient background to take Math 8601. In order that their effort expectation be aligned with what is expected for 5xxx-level courses, they may register for 1 extra credit tied to 8601. Check with VinH 115 about the procedure.

The test and homework structure, along grading plan based on them, will be announced later.

The prerequisite is Math 5616 (or equivalent).

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Spring 2013, Math 8602, Real Analysis, 3 credits, 10:10-11:00 MWF, in room to be announced

Roughly speaking we will cover the last five chapters of the book, ``Measure and Integral, an Introduction to Real Analysis'' by Richard L. Wheeden and Antoni Zygmund. There might also be further topics treated in class as well as other exercises and problems, and there might be some topics from identified books on reserve in the mathematics library, and, if it can be done at a reasonable cost, other books to purchase besides the book by Wheeden and Zygmund.

Roughly speaking, for an 8xxx-level course there should be 4 hours effort per week per credit, counting class time, and this effort should be distributed somewhat evenly within each week, as well as among the weeks of the semester. Thus, for 8602, a 3-credit course meeting 3 times per week, this expectation comes to 9 hours outside of class per week.

Occasionally undergraduates have sufficient background to take Math 8602. In order that their effort expectation be aligned with what is expected for 5xxx-level courses, they may register for 1 extra credit tied to 8602. Check with VinH 115 about the procedure.

The test and homework structure, along grading plan based on them, will be announced later.

The prerequisite is Math 8601 .

** Prediction and Filtering, Spring 2013 **

Spring 2013, Math 5654, Prediction and Filtering, 4 credits, 10:10-12:05 TTh

The course will be based on the book ``Filtering and Prediction: A Primer'' by B. Fristedt, N. Jain, and and N. Krylov

Roughly speaking, for a 5xxx-level course there should be 3 hours effort per week per credit, counting class time, and this effort should be distributed somewhat evenly within each week, as well as among the weeks of the semester. Thus, for 5654, a 4-credit course meeting 4 periods per week, this expectation comes to 8 hours outside of class per week.

Prequisite: [Math 5651 or Stat 5101] and Math 2243 {or equivalents), and Math 2283 (or some proof-writing course) recommended

Comment: Math 5652 and Stat 5102 are two other courses for which Math 5651 or Stat 5101 is a prerequisite. These two courses are very different from each other and also from Math 5654. Thus, credit can be earned for two or even all three of these courses.

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