Course Curriculum Booklet
Course Curriculum Booklet
Course Curriculum Booklet
Contents
1 B.S. program in Mathematics (for those who joined in July 2022 or later) 3
1.1 Curriculum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 List of Electives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1
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1
2 CONTENTS
Chapter 1
1.1 Curriculum
3
4CHAPTER 1. B.S. PROGRAM IN MATHEMATICS (FOR THOSE WHO JOINED IN JULY 2022 OR LATER)
(1) Number of core courses: 2 HSS courses + HSS Environmental Science + CESE Environmental Science +
10 MA courses (excludes MA 1xx courses) = 14.
5
6 CHAPTER 2. INTEGRATED M.SC. PROGRAM IN MATHEMATICS
Independent Study: The student should pursue a topic of his or her choice for one semester under the supervision
of a faculty member. The course is the analogue of the “Seminar” courses that undergraduate students were
required to take in previous years. The Independent Study should end with a presentation to the supervising
faculty member and the preparation of a brief report of about ten pages.
Department Electives may include any Department Elective offered or Ph.D. course offered in the relevant
semester. The existing departmental rules for prerequisites for these courses will apply.
The Advanced Elective listed in Semesters 9 and 10 must be one of the core Ph.D. courses (that is, not a
“Topics” course). These are:
For Semester 9 (Advanced Elective): MA 813 (Algebra I), MA 819 (Measure Theory), MA 815 (Differen-
tial Topology), MA 817 (Partial Differential Equations), MA 833 (Weak Convergence and Martingale Theory),
MA 821 (Theory of Estimation)
For Semester 10 (Advanced Elective): MA 812 (Algebra II), MA 814 (Complex Analysis), MA 816 (Alge-
braic Topology), MA818 (Partial Differential Equations II), MA 820 (Stochastic Processes), MA 822 (Testing
of Hypothesis), MA 824 (Functional Analysis
8 CHAPTER 2. INTEGRATED M.SC. PROGRAM IN MATHEMATICS
Independent Study: The student should pursue a topic of his or her choice for one semester under the supervision
of a faculty member. The course is the analogue of the “Seminar” courses that undergraduate students were
required to take in previous years. The Independent Study should end with a presentation to the supervising
faculty member and the preparation of a brief report of about ten pages.
Department Electives may include any Department Elective offered or Ph.D. course offered in the relevant
semester. The existing departmental rules for prerequisites for these courses will apply.
The Advanced Elective listed in Semesters 9 and 10 must be one of the core Ph.D. courses (that is, not a
“Topics” course). These will be courses with numbers MA8xx.
For Semester 9 (Advanced Elective): MA 813 (Algebra I), MA 819 (Measure Theory), MA 815 (Differen-
tial Topology), MA 817 (Partial Differential Equations), MA 833 (Weak Convergence and Martingale Theory),
MA 821 (Theory of Estimation)
For Semester 10 (Advanced Elective): MA 812 (Algebra II), MA 814 (Complex Analysis), MA 816 (Alge-
braic Topology), MA818 (Partial Differential Equations II), MA 820 (Stochastic Processes), MA 822 (Testing
of Hypothesis), MA 824 (Functional Analysis
3.1 Curriculum
11
12 CHAPTER 3. TWO YEAR M.SC. PROGRAM IN MATHEMATICS
Apart from the above listed electives, a student may also opt for a Ph.D. level course as an
elective subject to the approvals from the course instructor and the faculty advisor. The list of
Ph.D. courses offered in the department are as follows:
3.2. LIST OF ELECTIVES FOR MATHEMATICS PROGRAMS 13
4.1 Curriculum
15
16 CHAPTER 4. TWO YEAR M.SC. PROGRAM IN STATISTICS
Apart from the above listed electives, a student may also opt for a Ph.D. level course as an elective
subject to the approvals from the course instructor and the faculty advisor. The list of Ph.D. courses
offered in the department are as follows:
MA001 . . . . . . . . . . . . . . . . . . . . . 19 MA528 . . . . . . . . . . . . . . . . . . . . . 52
MA002 . . . . . . . . . . . . . . . . . . . . . 20 MA530 . . . . . . . . . . . . . . . . . . . . . 53
MA106 . . . . . . . . . . . . . . . . . . . . . 21 MA532 . . . . . . . . . . . . . . . . . . . . . 54
MA108 . . . . . . . . . . . . . . . . . . . . . 22 MA533 . . . . . . . . . . . . . . . . . . . . . 55
MA109 . . . . . . . . . . . . . . . . . . . . . 23 MA534 . . . . . . . . . . . . . . . . . . . . . 56
MA111 . . . . . . . . . . . . . . . . . . . . . 24 MA538 . . . . . . . . . . . . . . . . . . . . . 57
MA113 . . . . . . . . . . . . . . . . . . . . . 25 MA539 . . . . . . . . . . . . . . . . . . . . . 58
MA114 . . . . . . . . . . . . . . . . . . . . . 27 MA540 . . . . . . . . . . . . . . . . . . . . . 59
MA205 . . . . . . . . . . . . . . . . . . . . . 28 MA556 . . . . . . . . . . . . . . . . . . . . . 60
MA207 . . . . . . . . . . . . . . . . . . . . . 29 MA562 . . . . . . . . . . . . . . . . . . . . . 61
MA214 . . . . . . . . . . . . . . . . . . . . . 30 MA581 . . . . . . . . . . . . . . . . . . . . . 62
MA401 . . . . . . . . . . . . . . . . . . . . . 31 MA593 . . . . . . . . . . . . . . . . . . . . . 63
MA403 . . . . . . . . . . . . . . . . . . . . . 32 MA598 . . . . . . . . . . . . . . . . . . . . . 64
MA406 . . . . . . . . . . . . . . . . . . . . . 33 MA5101 . . . . . . . . . . . . . . . . . . . . 65
MA408 . . . . . . . . . . . . . . . . . . . . . 34 MA5102 . . . . . . . . . . . . . . . . . . . . 66
MA410 . . . . . . . . . . . . . . . . . . . . . 35 MA5103 . . . . . . . . . . . . . . . . . . . . 67
MA412 . . . . . . . . . . . . . . . . . . . . . 36 MA5104 . . . . . . . . . . . . . . . . . . . . 68
MA414 . . . . . . . . . . . . . . . . . . . . . 37 MA5105 . . . . . . . . . . . . . . . . . . . . 69
MA417 . . . . . . . . . . . . . . . . . . . . . 38 MA5106 . . . . . . . . . . . . . . . . . . . . 70
MA419 . . . . . . . . . . . . . . . . . . . . . 40 MA5107 . . . . . . . . . . . . . . . . . . . . 71
MA450 . . . . . . . . . . . . . . . . . . . . . 41 MA5108 . . . . . . . . . . . . . . . . . . . . 72
MA503 . . . . . . . . . . . . . . . . . . . . . 42 MA5109 . . . . . . . . . . . . . . . . . . . . 73
MA504 . . . . . . . . . . . . . . . . . . . . . 43 MA5110 . . . . . . . . . . . . . . . . . . . . 74
MA510 . . . . . . . . . . . . . . . . . . . . . 44 MA5111 . . . . . . . . . . . . . . . . . . . . 75
MA515 . . . . . . . . . . . . . . . . . . . . . 45 MA5112 . . . . . . . . . . . . . . . . . . . . 76
MA518 . . . . . . . . . . . . . . . . . . . . . 46 MA5113 . . . . . . . . . . . . . . . . . . . . 77
MA521 . . . . . . . . . . . . . . . . . . . . . 47 MA5115 . . . . . . . . . . . . . . . . . . . . 78
MA523 . . . . . . . . . . . . . . . . . . . . . 48 MA5116 . . . . . . . . . . . . . . . . . . . . 79
MA524 . . . . . . . . . . . . . . . . . . . . . 49 MA5118 . . . . . . . . . . . . . . . . . . . . 80
MA525 . . . . . . . . . . . . . . . . . . . . . 50 MA606 . . . . . . . . . . . . . . . . . . . . . 81
MA526 . . . . . . . . . . . . . . . . . . . . . 51 MA811 . . . . . . . . . . . . . . . . . . . . . 82
17
18 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Text Reference 1.
Function, Inverse function, Elementary functions and their graphs, Limit, Con-
tinuity, Derivative and its geometrical significance. Differentiability. Deriva-
tives of sum, difference, product and quotient of functions. Derivatives of poly-
nomial, rational, trigonometric, logarithmic, exponential, hyperbolic, inverse
Description trigonometric and inverse hyperbolic functions. Differentiation of compos-
ite and implicit functions. Tangents and Normals, Increasing and decreasing
functions. Maxima and Minima. Integrations as the inverse process of differ-
entiation, Integration by parts and by substitution. Definite integrals and its
application to the determination of areas.
21
Vector spaces over fields, subspaces, bases and dimension. Systems of linear
equations, matrices, rank, Gaussian elimination. Linear transformations, rep-
resentation of linear transformations by matrices, rank-nullity theorem, du-
ality and transpose. Determinants, Laplace expansions, cofactors, adjoint,
Cramer‘s Rule. Eigenvalues and eigenvectors, characteristic polynomials, min-
imal polynomials, Cayley-Hamilton Theorem, triangulation, diagonalization,
Description
rational canonical form, Jordan canonical form. Inner product spaces, Gram-
Schmidt ortho-normalization, orthogonal projections, linear functionals and
adjoints, Hermitian, self-adjoint, unitary and normal operators, Spectral The-
orem for normal operators. Bilinear forms, symmetric and skew-symmetric
bilinear forms, real quadratic forms, Sylvester’s law of inertia, positive defi-
niteness.
32 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Topological Spaces: open sets, closed sets, neighbourhoods, bases, sub bases,
limit points, closures, interiors, continuous functions, homeomorphisms. Ex-
amples of topological spaces: subspace topology, product topology, metric
topology, order topology.
Quotient Topology: Construction of cylinder, cone, Moebius band, torus, etc.
Connectedness and Compactness: Connected spaces, Connected subspaces of
the real line, Components and local connectedness, Compact spaces, Heine-
Borel Theorem, Local -compactness.
Description Separation Axioms: Hausdorff spaces, Regularity, Complete Regularity, Nor-
mality, Urysohn Lemma, Tychonoff embedding and Urysohn Metrization The-
orem, Tietze Extension Theorem. Tychnoff Theorem, One-point Compact-
ification. Complete metric spaces and function spaces, Characterization of
compact metric spaces, equicontinuity, Ascoli-Arzela Theorem, Baire Cate-
gory Theorem.
Applications: space filling curve, nowhere differentiable continuous function.
Optional Topics: Topological Groups and orbit spaces, Paracompactness and
partition of unity, Stone-Cech Compactification, Nets and filters.
34 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Text Reference 2. Inder K. Rana, An Introduction to Measure and Integration (2nd Edi-
tion), Narosa Publishing House, New Delhi, 2004.
Review of solution methods for first order as well as second order equations,
Power Series methods with properties of Bessel functions and Legendre poly-
nomials.
Existence and Uniqueness of Initial Value Problems: Picard’s and Peano’s The-
orems, Gronwall’s inequality, continuation of solutions and maximal interval
of existence, continuous dependence.
Higher Order Linear Equations and linear Systems: fundamental solutions,
Description
Wronskian, variation of constants, matrix exponential solution, behaviour of
solutions.
Two Dimensional Autonomous Systems and Phase Space Analysis: critical
points, proper and improper nodes, spiral points and saddle points.
Asymptotic Behavior: stability (linearized stability and Lyapunov methods).
Boundary Value Problems for Second Order Equations: Green‘s function,
Sturm comparison theorems and oscillations, eigenvalue problems.
39
Text Reference 3. C. Goffman and G. Pedrick, First Course in Functional Analysis, Prentice
Hall, 1974.
Faces, flats, cones, lunes. Distance functions Birkhoff monoid, Tits monoid
and Janus monoid Lie and Zie elements Eulerian idempotents, Dynkin idem-
Description
potents, JoyalKlyachko-Stanley theorem Orlik-Solomon algebra Incidence al-
gebras and operads.
53
1. M.C. Joshi and R.K. Bose, Some Topics in Nonlinear Functional Analy-
sis, Wiley Eastern Ltd., New Delhi, 1985.
Text Reference
2. E. Zeilder, Nonlinear Functional Analysis and Its Applications, Vol. I
(Fixed Point Theory), Springer Verlag, Berlin, 1985.
Even Degree and Odd Degree Spline Interpolation, end conditions, error anal-
ysis and order of convergence. Hermite interpolation, periodic spline interpo-
Description lation. B-Splines, recurrence relation for B-splines, curve fitting using splines,
optimal quadrature. Tensor product splines, surface fitting, orthogonal spline
collocation methods.
59
Graphs and level sets of functions on Euclidean spaces, vector fields, integral
curves of vector fields, tangent spaces. Surfaces in Euclidean spaces, vec-
tor fields on surfaces, orientation, Gauss map. Geodesics, parallel transport,
Description
Weingarten map. Curvature of plane curves, arc length and line integrals,
Curvature of surfaces. Parametrized surfaces, local equivalence of surfaces.
Gauss-Bonnet Theorem, Poincare-Hopf Index Theorem.
61
2. P.G. Ciarlet, The Finite Element Methods for Elliptic Problems, North
Holland, 1978.
Text Reference 3. C. Johnson, Numerical solutions of Partial Differential Equations by Fi-
nite Element Methods, Cambridge University Press, 1987.
Text Reference 1.
Description
64 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Text Reference 1.
Description
65
Basic Concepts: Idea behind use of codes, block codes and linear codes, rep-
etition codes, nearest neighbour decoding, syndrome decoding, requisite basic
ideas in probability, Shannon’s theorem (without proof). Good linear and non-
linear codes: Binary Hamming codes, dual of a code, constructing codes by
various operations, simplex codes, Hadamard matrices and codes constructed
from Hadamard and conference matrices, Plotkin bound and various other
bounds, Gilbert-Varshamov bound. Reed-Muller and related codes: First or-
der Reed-Muller codes, RM code of order r, Decoding and Encoding using the
algebra of finite field with characteristic two. Perfect codes: Weight enumer-
ators, Kratchouwk polynomials, Lloyd’s theorem, Binary and ternary Golay
Description
codes, connections with Steiner systems. Cyclic codes: The generator and
the check polynomial, zeros of a cyclic code, the idempotent generators, BCH
codes, Reed-Solomon codes, Quadratic residue codes, generalized RM codes.
Optional topics; Codes over Z4 : Quaternary codes over Z4 , binary codes de-
rived from such codes, Galois rings over Z4 , cyclic codes over Z4 . Goppa codes:
the minimum distance of Goppa codes, generalized BCH codes, decoding of
Goppa codes and their asymptotic behaviour.Algebraic geometry codes: alge-
braic curves and codes derived from them, Riemann-Roch theorem (statement
only) and applications to algebraic geometry codes.
70 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Preliminaries: Tensor algebra and calculus, Continuum mass and force con-
cepts. Kinematics of Continuous Media: Deformation, Changes in distance,
angles, volume, area, Particle derivatives, Measures of strain: Cauchy-Green
strain tensor. Balance Laws of motion: Lagrangean and Eulerian forms of
Description Conservation laws for mass, linear and angular momentum, and energy, Frame-
indifference. Constitutive relations: Constitutive laws for solids and fluids,
principle of material frame indifference, discussion of isotropy, linearized elas-
ticity, fluid mechanics. indifference, discussion of isotropy, linearized elasticity,
fluid mechanics.
72 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Basic Concepts: various kinds of graphs, simple graphs, complete graph, walk,
tour, path and cycle, Eulerian graph, bipartite graph (characterization), Havel-
Hakimi theorem and Erdos-Gallai theorem (statement only), hypercube graph,
Petersen graph, trees, forests and spanning subgraphs, distances, radius, di-
ameter, center of a graph, the number of distinct spanning trees in a complete
graph. Trees: Kruskal and Prim algorithms with proofs of correctness, Di-
jkstra’s a algorithm, Breadth first and Depth first search trees, rooted and
binary trees, Huffman’s algorithm Matchings: augmenting path, Hall’s match-
ing theorem, vertex and edge cover, independence number and their connec-
tions, Tutte’s theorem for the existence of a 1-factor in a graph, Connectiv-
ity k-vertex and edge connectivity, blocks, characterizations of 2- connected
graphs, Menger’s theorem and applications, Network flows, Ford- Fulkerson
algorithm, Supply-demand theorem and the Gale-Ryser theorem on degree
Description
sequences of bipartite graphs Graph Colourings chromatic number, Greedy
algorithm, bounds on chromatic numbers, interval graphs and chordal graphs
(with simplicial elimination ordering), Brook’s theorem and graphs with no
triangles but large chromatic number, chromatic polynomials. Hamilton prop-
erty Necessary conditions, Theorems of Dirac and Ore, Chvatal’s theorem and
toughness of a graph, Non-Hamiltonian graphs with large vertex degrees. Pla-
nar graphs Embedding a graph on plane, Euler’s formula, non-planarity of
K5 and K3,3, classification of regular polytopes, Kuratowski’s theorem (no
proof), 5-colour theorem. Ramsey theory Bounds on R(p, q), Bounds on
Rk(3): colouring with k colours and with no monochromatic K3, application
to Schur’s theorem, Erdos and Szekeres theorem on points in general position
avoiding a convex m-gon.
74 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Monoids and their linearized algebras Bands, left regular bands Hyperplane ar-
rangements Birkhoff monoid, Tits monoid and Janus monoid Idempotents and
Description
simple modules Quivers of band algebras Noncommutative zeta and Mobius
functions Karoubi envelopes of semigroups.
76 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Review of field and Galois theory: solvable and radical extensions, Kummer
theory, Galois cohomology and Hilbert‘s Theorem 90, Normal Basis theorem.
Infinite Galois extensions: Krull topology, projective limits, profinite groups,
Fundamental Theorem of Galois theory for infinite extensions. Review of in-
tegral ring extensions: integral Galois extensions, prime ideals in integral ring
extensions, decomposition and inertia groups, ramification index and residue
Description class degree, Frobenius map, Dedekind domains, unique factorisation of ide-
als. Categories and functors: definitions and examples. Functors and natural
transformations, equivalence of categories. Products and coproducts, the hom
functor, representable functors, universals and adjoints. Direct and inverse
limits. Free objects. Homological algebra: Additive and abelian categories,
Complexes and homology, long exact sequences, homotopy, resolutions, de-
rived functors, Ext, Tor, cohomology of groups, extensions of groups.
83
Text Reference 3. I. K. Rana, An Introduction to Measure and Integration, 2nd Ed., Amer-
ican Mathematical Society, 2002.
Discrete time Markov Chains: Definition and basic properties, class structure,
hitting time and absorption probabilities, strong Markov property, recurrence
and transience, invariant distributions, convergence to equilibrium, time re-
versal, ergodic theorem. Markov chain mixing: Coupling and total variation
distance, Mixing time, upper bound and lower bound on mixing time. Contin-
uous time Markov chains- definition and examples, embedded Markov chain,
Description
Kolmogorov forward and backward equations, classification of states, limit
theorems. Random walk – in dimension one, two and three, The Reflection
Principle, hitting probabilities of a finite sets, Last visits and Long leads, Max-
ima and first passages, Duality, position of maxima. Poisson Process - defi-
nition and properties, inter arrival and waiting time distributions, conditional
distribution of arrival times.
91
Text Reference 4. B. V. Limaye, Functional Analysis, 2nd Ed., New Age International Pub-
lishers, 1996.
13. G.J. Murphy, C*-Algebras and Operator Theory, Academic Press Inc.,
1990.
4. P. Hilton, Homotopy Theory and Duality, Gordon and Beach Sc. Pub-
Text Reference lishers, 1965.
Text Reference 4. L. Evans, Weak Convergence Methods for Nonlinear PDEs, CBMS Re-
gional Conference series in Math., American Mathematical Society, Prov-
idence RI, 1990
7. N.A. Magnitskii and S.V. Sidorov, New Methods for Chaotic Dynamics,
World Scientific, 2006.
1. Main text: Jun Shao, Mathematical Statistics, 2nd Ed., Springer, 2003.
2. Additional Texts:
Text Reference (a) Theoretical Statistics, D.R. Cox, D.V. Hinkley CRC Press
(b) E. L. Lehmann, Theory of Statistical Inference, Wiley, 1983.
(c) E. L. Lehmann, Testing Statistical Hypotheses, Wiley, 1986.
4. The NP Lemma, monotone likelihood ratio, UMP test for one sided
and two sided hypothesis, UMP Unbiased test, UMP invariant test,
likelihood ratio test, chi-squared test, Sign, permutation and rank test,
Kolmogorov- Smirnov and Cramer-von Mises test and asymptotic test
[Chapter 6.]
119
1. Main Text: Linear Models by S.R. Searle (1971) Wiley & SonsOther
Text Reference 2. Additional Reference: Linear Model Methodology by A. I. Khuri (2009)
CRC Press
5. Fixed, Random and Mixed models for Balanced Data (Chapter 9.1-9.5,
9.8, 9.9)
122 CHAPTER 5. LIST OF ALL MATHEMATICS COURSES
Text Reference 1.
Description
Text Reference 1.
Description
Chapter 6
125
126 CHAPTER 6. LIST OF ALL STATISTICS COURSES
4. Kutner, M., Nachtsheim, C., Neter, J. and Li, W. Applied Linear Sta-
tistical Models, 5th Edition, McGraw-Hill Companies, Boston, 2005.
Simple and multiple linear regression models – estimation, tests and confidence
regions. Simultaneous testing methods- Bonferroni method etc. Analysis of
Variance for simple and multiple regression models. Analysis of residuals. Lack
of fit tests. Checks (graphical procedures and tests) for model assumptions:
Normality, homogeneity of errors, independence, correlation of covariates and
errors. Multicollinearity, outliers, leverage and measures of influence. Model
Description selection (stepwise, forward and backward, best subset selection) and model
validation. Discussion of algorithms for model selection. Regression models
with indicator variables. Polynomial regression models. Regression models
with interaction terms. Transformation of response variables and covariates.
Variance stabilizing transformations, Box-Cox method. Ridge‘s regression.
Weighted Regression.
130 CHAPTER 6. LIST OF ALL STATISTICS COURSES
1. Rao, A.R., and Bhimashankaram, P., Linear algebra, 2nd edition, Hin-
dustan book agencey, New Delhi, 2000.
2. Friedberg, S.H., Insel, A.J., and Spence, L.E., Linear algebra, 4th edition,
Text Reference PHI learning, New Delhi, 2011.
3. Strang, G., Linear algebra and its applications, 4th edition, Thomson
Learning, Toronto, 2006.
Vector spaces (with emphasis over R and C): Subspaces, linear dependence
and independence, basis and dimension. Linear transformations: Rank-nullity
theorem, matrix representation of a linear transformation, invertibility and
isomorphism, effect of change of basis on the matrix representation of a linear
transformation, dual spaces. Review of elementary properties of determinants,
Cramer‘s rule. Diagonalization: Eigenvalues and eigenvectors, algebraic and
Description geometric multiplicities of an eigenvalue, diagonalizability, invariant subspaces
and Cayley-Hamilton theorem. Inner product spaces: Gram-Schmidt orthog-
onalization, adjoint of a linear operator, normal and self-adjoint operator, or-
thogonal projections and the spectral theorem, singular value decomposition
and pseudo-inverse, bilinear and quadratic forms. Canonical forms: Jordan
canonical form (with emphasis on computation).
131
2. Billingsley, P., Probability and Measure, 2nd edition, John Wiley & Sons,
New York, 1995.
3. Hoel, P.G., Port, S.C., and Stone, C.J., Introduction to Probability The-
Text Reference ory, Universal Book Stall, New Delhi, 1998.
5. Ross, S., A first course in Probability, 9th Edition, Pearson, Delhi, 2019.
1. Ajit kumar, and Kumaresan, S., A basic course in Real analysis, CRC
Press, Boca Raton, 2014.
6. Tao T., Analysis I, 3rd Edition, Hindustan Book Agency, New Delhi,
2006.
Review of sequences and series of real numbers. Limit superior and limit
inferior, Cauchy sequences and completeness of R. Tests for convergence of
series of real numbers. Basic notions of Metric Spaces with emphasis on Rn .
Heine Borel Theorem. Continuity and Uniform continuity. Derivatives. Mean
Value Theorem and applications. Functions of bounded variation. Riemann-
Description Stieltjes integral. Improper integrals and Gamma function. Sequences and
series of functions. Uniform convergence, interchanging limits with integrals
and derivatives. Arzela-Ascoli theorem (statement only). Functions of sev-
eral variables: Partial derivative, directional derivative, total derivative; Mean
value theorem, Taylor’s theorem.
135
2. Brockwell P. and Davis R., Time Series: Theory and Methods, Springer,
New York, 1991.
3. Box G.E.P., Jenkins G., Reinsel G. and Ljung, Time Series Analysis-
Forecasting and Control, 5th Edition, Wiley, New York, 2016.
Text Reference
4. Chatfield C., The Analysis of Time Series - An Introduction, 6th Edition,
Chapman and Hall / CRC, New York, 2016.
5. Shumway R.H. and Soffer D.S., Time Series Analysis and Its Applica-
tions, 4th Edition, Springer, New York, 2016.
2. Cochran, W.G., Sampling Techniques, 3rd Edition, John Wiley and Sons,
New York, 1977.
Text Reference
3. Des Raj, Sampling Theory, McGraw-Hill Book Co., New York, 1978.
2. G.A.F. Seber, and C.J. Wild, Nonlinear Regression, John Wiley & Sons,
Text Reference 1989.
Introduction to Data Mining and its Virtuous Cycle. Cluster Analysis: Hierar-
chical and Non-hierarchical techniques. Classification and Discriminant Anal-
ysis Tools: CART, Random forests, Fisher‘s discriminant functions and other
related rules, Bayesian classification and learning rules. Dimension Reduction
and Visualization Techniques: Multidimensional scaling, Principal Component
Description
Analysis, Chernoff faces, Sun-ray charts.Algorithms for data-mining using mul-
tiple nonlinear and non-parametric regression. Neural Networks: Multi-layer
perceptron, predictive ANN model building using back-propagation algorithm.
Exploratory data analysis using Neural Networks self organizing maps. Ge-
netic Algorithms, Neuro-genetic model building. Discussion of Case Studies.
143
Basic notions – Cash flow, present value of a cash flow, securities, fixed income
securities, types of markets. Forward and futures contracts, options, properties
Description of stock option prices, trading strategies involving options, option pricing using
Binomial trees, Black – Scholes model, Black – Scholes formula, Risk-Neutral
measure, Delta – hedging, options on stock indices, currency options.
145
1. Bollen K.A. Structural Equations with Latent Variables, New York: John
Wiley, 1989.
5. Cressie, N., Statistics for Spatial Data, Revised Edition. NJ: Wiley
Classics, 2015.
7. Lecture Notes based on selected recent papers on Big Data Modeling and
Analysis.
1. Athreya, K.B. and Lahiri, S. N., Measure Theory and Probability Theory,
Springer, New York, 2006.
4. Remco van der Hofstad, Random Graphs and Complex Networks, Vol 1,
Cambridge University Press, Cambridge, 2017.
4. Lee, E. and Wang, J. Statistical methods for survival data analysis, 3rd
Edition, John Wiley & Sons., Hoboken, 2003.
3. van der vaart A. W. and Wellner J. A., Weak Convergence and Empirical
Processes, Springer, New York, 1996.
3. Jurečková J., Sen P.K. and Picek J., Methodology in Robust and Non-
parametric Statistics, CRC press, Boca Raton, 2012.
Text Reference 4. Lehmann E.L., Theory of Point Estimation, Springer, New York, 1998.
4. Gelman A., Carlin J. B., Stern H. S., and, Dunson D. B., Vehtari A.,
and Rubin D.B., Bayesian Data Analysis, 3rd Edition, CRC Press, Taylor
and Francis Group, Boca Raton, 2014.
Text Reference 5. Givens G. H. and Hoeting J. A., Computational Statistics, 2nd Edition,
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156 CHAPTER 6. LIST OF ALL STATISTICS COURSES
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