ADVANCED ANALYSIS A
- Overview
- Assessment methods
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- Contents
- Full programme
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Analysis 1,2,3 Linear Algebra, Probability
Verification of learning will be carried out with an oral test regarding the topics covered in the course
Knowledge of the main results of the measurement concentration phenomenon with its main applications to dimensional reduction, the geometry of convex bodies and the "compressed sensing" theory
Main probabilistic inequalities, isoperimetric problems, measurement concentration, dimensional reduction and theory of convex bodies.
Standard inequalities in probability: Markov, Chebyshev, Chernoff and Hoeffding.
Introduction to sub-gaussian random variables. Johnson-Lindenstrauss lemma: Gaussian e sub-gaussian version. Introduction to Haar measure. Invariant measure on n-dimensional sphere. Pull-forward measures. Ellipsoids and convex bodies. Minkowski functional. The John ellipsoid. Concentration function and the isoperimetric problem. Dvoretsky theorem. Compressed sensing. Kashin decomposition method.
Classroom lections
Meetings by appointment
Professors
Borrowers
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Degree course in: MATHEMATICS