Visible Hand

10-17-2008, 11:51 AM

Hi folks,

I am an international student in the last year of a Master Program and I'm applying this fall to Econ PhDs.

My undergraduate/graduate background is not that excellent but neither so poor: I took uni/multivariate calculus, linear algebra, differential equations, mathematical statistics, multivariate statistics, basic topology, static and dynamic optimization, bayesian inference theory.

My graduate advisor suggested me to improve my math background in order to increase my admission chances; the point is that I need to rigorously study Real Analysis, at least at the undergraduate level.

Therefore as part of my "free credits" I chose to take a course in the Math/Physics school, in mathematical analysis. This course deals with functional analysis in R^n, some measure theory, Lebesgue integration and further advanced stuff with many applications in Physics.

With the support of my graduate advisor I spoke with the Math Professor of this course in order to set a personalized program for me and another girl coming from the MS in Economics (and willing to applying to PhDs) - since these are "free credits" we are allowed to do this. The Math Professor advice was this: to stop attending the course after Lebesgue integration and to make a personalized oral examination over about HALF of the course programme PLUS an additional part from RUDIN's book according to our personal needs in Real Analysis. I and this girl will study alone this additional part, however the Prof. is available to explain us what is not very clear in the office hours.

Since the work I am doing I think will show up in some LoR (perhaps the one of my graduate advisor who is in touch with the Math Prof.) I want to do it well. The point is that I basically have to choose the topics I have to study alone. The math Prof. suggested them to be L^p spaces and Fourier series. However I do not believe these are the most useful for an Economics-oriented student. What do you guys suggest?!

The point is that I have to discuss with this prof. primarily the book I have to study on. Which one do you suggest?

Principles of Mathematical Analysis by W. Rudin

Principles of Mathematical Analysis by Walter Rudin - Math Books at Apronus.com (http://www.apronus.com/math/rudinreal.htm)

which is simpler but still covers rigorously many topics I always did not very formally (i.e. set theory, sequences etc.) OR

Real and Complex Analysis by W. Rudin

Real and Complex Analysis by Walter Rudin - Math Books at Apronus.com (http://www.apronus.com/math/rudincomplex.htm)

I understand doing the second would be better, but I don't want it to be too hard, especially when it is better for me to make more rigorously some previous stuff.

My question on the two books is: on which of them did you guys (you who studied undergraduate Real Analysis) study on?! Which of them corresponds more to a "standard" undergraduate course in Real Analysis?!

Thank you in advance for any provided feedback.

I am an international student in the last year of a Master Program and I'm applying this fall to Econ PhDs.

My undergraduate/graduate background is not that excellent but neither so poor: I took uni/multivariate calculus, linear algebra, differential equations, mathematical statistics, multivariate statistics, basic topology, static and dynamic optimization, bayesian inference theory.

My graduate advisor suggested me to improve my math background in order to increase my admission chances; the point is that I need to rigorously study Real Analysis, at least at the undergraduate level.

Therefore as part of my "free credits" I chose to take a course in the Math/Physics school, in mathematical analysis. This course deals with functional analysis in R^n, some measure theory, Lebesgue integration and further advanced stuff with many applications in Physics.

With the support of my graduate advisor I spoke with the Math Professor of this course in order to set a personalized program for me and another girl coming from the MS in Economics (and willing to applying to PhDs) - since these are "free credits" we are allowed to do this. The Math Professor advice was this: to stop attending the course after Lebesgue integration and to make a personalized oral examination over about HALF of the course programme PLUS an additional part from RUDIN's book according to our personal needs in Real Analysis. I and this girl will study alone this additional part, however the Prof. is available to explain us what is not very clear in the office hours.

Since the work I am doing I think will show up in some LoR (perhaps the one of my graduate advisor who is in touch with the Math Prof.) I want to do it well. The point is that I basically have to choose the topics I have to study alone. The math Prof. suggested them to be L^p spaces and Fourier series. However I do not believe these are the most useful for an Economics-oriented student. What do you guys suggest?!

The point is that I have to discuss with this prof. primarily the book I have to study on. Which one do you suggest?

Principles of Mathematical Analysis by W. Rudin

Principles of Mathematical Analysis by Walter Rudin - Math Books at Apronus.com (http://www.apronus.com/math/rudinreal.htm)

which is simpler but still covers rigorously many topics I always did not very formally (i.e. set theory, sequences etc.) OR

Real and Complex Analysis by W. Rudin

Real and Complex Analysis by Walter Rudin - Math Books at Apronus.com (http://www.apronus.com/math/rudincomplex.htm)

I understand doing the second would be better, but I don't want it to be too hard, especially when it is better for me to make more rigorously some previous stuff.

My question on the two books is: on which of them did you guys (you who studied undergraduate Real Analysis) study on?! Which of them corresponds more to a "standard" undergraduate course in Real Analysis?!

Thank you in advance for any provided feedback.