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umutk · 06-30-2008, 02:40 PM

I want to begin studying Real Analysis on my own. Can anyone tell me how to start learning Real Analysis needed for Econ master programs?
Specific book(s) or anything else?
Thanks a lot!

jeeves0923 · 06-30-2008, 02:45 PM

An easy self teach is Simon and Blume's Mathematics for Economists. The real analysis it covers (sequences and series, basic topology, etc) is useful and pretty straightforward.

Most people who take courses in Analysis use Rudin, but he often uses very unintuitive techniques that it is useful to have an instructor to explain.

There's a slightly more simple book by Stephen Abbot called Understanding Analysis that would be a good basic intro to rigorous analysis.

argmax · 06-30-2008, 03:52 PM

A little more advanced than Simon and Blume is De la Fuente´s Mathematical methods and models for economists. Some of its chapters covers some topics of real analysis. You could also take a look at Sundaram's A first course in optimization theory. A more rigourous book for optimization with lots of proofs.
Finally a bit more advanced is Real Analysis with econommic applications. Its first two chapters are based on a first course in real analysis and is very related with economics to keep you motivated without any lack of rigour.

Amazon.com: Mathematical Methods and Models for Economists: Angel de la Fuente: Books

Amazon.com: A First Course in Optimization Theory: Rangarajan K. Sundaram: Books

Amazon.com: Real Analysis with Economic Applications: Efe A. Ok: Books

umutk · 06-30-2008, 08:36 PM

I heard a lot about Rudin, but it seems too difficult. Even tough I have taken Math sequence that I am comfortable with, I faced with serious hardships when trying to comprehend the material inside the book.

sonicskat · 07-01-2008, 08:51 PM

Abbott's book covers most of the basic analysis stuff you will need through the first year. I considered it indispensible when my spring math course came around. Contains proofs, intuition, and other ways to look at the material than just a basic theorem--proof setup

jeeves0923 · 07-01-2008, 09:03 PM

And it isn't so expensive as Rudin, either.

asianeconomist · 07-02-2008, 08:05 AM

Tom Apostol is recommended too.

notacolour · 07-02-2008, 07:39 PM

I'd like to echo what others said, and the OP's own intuition: Rudin is quite a bit more than you'll need to succeed in an econ PhD program. The other books look both clearer and better suited to the proofs you'll need to be comfortable with.

That said, I get the feeling that real analysis (or some analysis course) is something where it would really help to have an instructor go through things, beyond what you get in a textbook. I haven't looked at these books in particular, and I presume that the OP isn't able to sit in on a course at this point, but I'd encourage others to do so if possible. As I've often said, having taken an analysis class isn't only helpful for admission.

umutk · 07-05-2008, 10:54 PM

any additional ideas?

umutk · 07-06-2008, 01:10 AM

"I am an fresh Engg. graduate and attending MA Econ this fall." This maybe helpful for your comments.
So, should i start from intro. to analysis? or classical engg. math package is enough and intermediate analysis is ok for me.
Note that I am looking for a self-study book. I'll try to learn material on my own as mentioned before.
Thanks

06-30-2008, 02:40 PM	#1 (permalink)
umutk Eager! Join Date: Aug 2007 Posts: 44	Math for Econ I want to begin studying Real Analysis on my own. Can anyone tell me how to start learning Real Analysis needed for Econ master programs? Specific book(s) or anything else? Thanks a lot!

07-01-2008, 08:51 PM	#5 (permalink)
sonicskat Within my grasp! Join Date: Jan 2007 Posts: 251	Abbott's book covers most of the basic analysis stuff you will need through the first year. I considered it indispensible when my spring math course came around. Contains proofs, intuition, and other ways to look at the material than just a basic theorem--proof setup _ _ _ _ SIG _ _ _ _ UVA-- A first year, no longer

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06-30-2008, 02:45 PM	#2 (permalink)
jeeves0923 Within my grasp! Join Date: Mar 2008 Posts: 335	An easy self teach is Simon and Blume's Mathematics for Economists. The real analysis it covers (sequences and series, basic topology, etc) is useful and pretty straightforward. Most people who take courses in Analysis use Rudin, but he often uses very unintuitive techniques that it is useful to have an instructor to explain. There's a slightly more simple book by Stephen Abbot called Understanding Analysis that would be a good basic intro to rigorous analysis.

06-30-2008, 03:52 PM	#3 (permalink)
argmax Eager! Join Date: Jun 2008 Posts: 31	A little more advanced than Simon and Blume is De la Fuente´s Mathematical methods and models for economists. Some of its chapters covers some topics of real analysis. You could also take a look at Sundaram's A first course in optimization theory. A more rigourous book for optimization with lots of proofs. Finally a bit more advanced is Real Analysis with econommic applications. Its first two chapters are based on a first course in real analysis and is very related with economics to keep you motivated without any lack of rigour. Amazon.com: Mathematical Methods and Models for Economists: Angel de la Fuente: Books Amazon.com: A First Course in Optimization Theory: Rangarajan K. Sundaram: Books Amazon.com: Real Analysis with Economic Applications: Efe A. Ok: Books

06-30-2008, 08:36 PM	#4 (permalink)
umutk Eager! Join Date: Aug 2007 Posts: 44	I heard a lot about Rudin, but it seems too difficult. Even tough I have taken Math sequence that I am comfortable with, I faced with serious hardships when trying to comprehend the material inside the book.

07-01-2008, 09:03 PM	#6 (permalink)
jeeves0923 Within my grasp! Join Date: Mar 2008 Posts: 335	And it isn't so expensive as Rudin, either.

07-02-2008, 08:05 AM	#7 (permalink)
asianeconomist Loving the game Join Date: Jul 2007 Location: Where the grass is greener Posts: 898	Tom Apostol is recommended too.

07-02-2008, 07:39 PM	#8 (permalink)
notacolour TestMagic Guru-in-Training Join Date: Jul 2005 Location: North Carolina Posts: 593	I'd like to echo what others said, and the OP's own intuition: Rudin is quite a bit more than you'll need to succeed in an econ PhD program. The other books look both clearer and better suited to the proofs you'll need to be comfortable with. That said, I get the feeling that real analysis (or some analysis course) is something where it would really help to have an instructor go through things, beyond what you get in a textbook. I haven't looked at these books in particular, and I presume that the OP isn't able to sit in on a course at this point, but I'd encourage others to do so if possible. As I've often said, having taken an analysis class isn't only helpful for admission.

07-05-2008, 10:54 PM	#9 (permalink)
umutk Eager! Join Date: Aug 2007 Posts: 44	any additional ideas?

07-06-2008, 01:10 AM	#10 (permalink)
umutk Eager! Join Date: Aug 2007 Posts: 44	"I am an fresh Engg. graduate and attending MA Econ this fall." This maybe helpful for your comments. So, should i start from intro. to analysis? or classical engg. math package is enough and intermediate analysis is ok for me. Note that I am looking for a self-study book. I'll try to learn material on my own as mentioned before. Thanks

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