STAT 876 Measure and Linear Spaces

Prerequisite: STAT 544 and MATH 315.


Course Description: Measure theory and integration; convergence theorems; theory of linear spaces and functional analysis; and probability theory. The theory of linear spaces includes normed linear spaces, inner product spaces, Banach and Hilbert spaces, Sobelev spaces, and reproducing kernels. Topics include wavelets, applications to stochastic processes, and nonparametric functional inference. f