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Unformatted text preview: CME308: What this course is about Peter Glynn ([email protected]) L A T E X set by Nick West April 8, 2007 This course is a Ph.D. level introduction to the key ideas and concepts related to the mathematical study of uncertainty. This area is known as “probability” or “stochastics.” There is no area of engineering, the physical sciences, economics, finance or the social sciences that has not been profoundly impacted by the use of stochastic methods. In addition, knowledge of this subject matter will change the way one approaches the formulation of mathematical and computational models. Indeed, knowledge of probability offers a new “language” for addressing model formulation. Stochastics also has close connections with many other areas of computational and applied mathematics: • linear algebra • differential equations • discrete mathematics Even for areas with which one may already be familiar, knowledge of probabilistic ideas will add richness to one’s understanding. A good example is the theory of “least squares.” We will see that the statisticalto one’s understanding....
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 Spring '08
 PETERGLYNN
 Differential Equations, Probability, stochastic modeling context, Ph.D. level introduction, differential equation d2

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