Chapter 1 Introduction

This is a compilation of course notes, worked examples, and other supporting materials for selected courses from Georgetown’s Master of Science in Mathematics and Statistics program. The courses currently covered include

  • MATH-502 Deterministic Mathematical Models
  • MATH-503 Mathematical Statistics
  • MATH-504 Numerical Methods (in progress)
  • MATH-640 Bayesian Statistics (in progress)

Additional planned courses include

  • MATH-611 Stochastic Simulation
  • MATH-623 Sparse Representations and Random Sampling
  • MATH-658 Survey Sampling

1.1 Prerequisites

We assume knowledge of multivariable calculus and linear algebra, as well as a first course in probability. We introduce, but do not dwell on, a number of results from analysis and probability that are required for the material that follows.