placeholder image
  • Contact Info
Publications in VIVO
 

Kuznetsov, Sergei E.

Associate Professor

Positions

Research Areas research areas

Publications

selected publications

Teaching

courses taught

  • APPM 6550 - Introduction to Stochastic Processes
    Primary Instructor - Spring 2024
    Systematic study of Markov chains and some of the simpler Markov processes including renewal theory, limit theorems for Markov chains, branching processes, queuing theory, birth and death processes, and Brownian motion. Applications to physical and biological sciences. Department enforced prerequisite: MATH 4001 or MATH 4510 or APPM 3570 or APPM 4560 or instructor consent. Same as MATH 6550.
  • MATH 4510 - Introduction to Probability Theory
    Primary Instructor - Fall 2019 / Fall 2021 / Spring 2022 / Fall 2022 / Fall 2023 / Fall 2024
    Studies axioms, combinatorial analysis, independence and conditional probability, discrete and absolutely continuous distributions, expectation and distribution of functions of random variables, laws of large numbers, central limit theorems, and simple Markov chains if time permits. Degree credit not granted for this course and APPM 3570 or ECEN 3810 or MATH 3510. Same as MATH 5510.
  • MATH 4540 - Introduction to Time Series
    Primary Instructor - Spring 2019 / Spring 2021 / Spring 2023
    Studies basic properties, trend-based models, seasonal models, modeling and forecasting with ARIMA models, spectral analysis and frequency filtration. Same as MATH 5540 and STAT 4540 and STAT 5540.
  • MATH 5510 - Introduction to Probability Theory
    Primary Instructor - Fall 2019 / Fall 2022 / Fall 2023 / Fall 2024
    Studies axioms, combinatorial analysis, independence and conditional probability, discrete and absolutely continuous distributions, expectation and distribution of functions of random variables, laws of large numbers, central limit theorems, and simple Markov chains if time permits. Same as MATH 4510.
  • MATH 5540 - Introduction to Time Series
    Primary Instructor - Spring 2021
    Studies basic properties, trend-based models, seasonal models, modeling and forecasting with ARIMA models, spectral analysis and frequency filtration. Department enforced prerequisite: MATH 4520 or MATH 5520 or APPM 4520 or APPM 5520. Same as MATH 4540 and STAT 4540 and STAT 5540.
  • MATH 6310 - Introduction to Real Analysis 1
    Primary Instructor - Fall 2019 / Fall 2020
    Develops the theory of Lebesgue measure and the Lebesgue integral on the line, emphasizing the various notions of convergence and the standard convergence theorems. Applications are made to the classical L^p spaces. Department enforced prerequisite: MATH 4001. Instructor consent required for undergraduates.
  • MATH 6350 - Functions of a Complex Variable 1
    Secondary Instructor - Spring 2024
    Focuses on complex numbers and the complex plane. Includes Cauchy-Riemann equations, complex integration, Cauchy integral theory, infinite series and products, and residue theory. Department enforced prerequisite: MATH 4001. Instructor consent required for undergraduates.
  • MATH 6550 - Introduction to Stochastic Processes
    Primary Instructor - Spring 2024
    Systematic study of Markov chains and some of the simpler Markov processes, including renewal theory, limit theorems for Markov chains, branching processes, queuing theory, birth and death processes, and Brownian motion. Applications to physical and biological sciences. Department enforced prerequisite: MATH 4001 or MATH 4510 or APPM 3570 or APPM 4560. Instructor consent required for undergraduates. Same as APPM 6550.
  • STAT 4540 - Introduction to Time Series
    Primary Instructor - Spring 2019 / Spring 2021 / Spring 2023
    Studies basic properties, trend-based models, seasonal models modeling and forecasting with ARIMA models, spectral analysis and frequency filtration. Same as STAT 5540 and MATH 4540 and MATH 5540.
  • STAT 5540 - Introduction to Time Series
    Primary Instructor - Spring 2019 / Spring 2021 / Spring 2023
    Studies basic properties, trend-based models, seasonal models modeling and forecasting with ARIMA models, spectral analysis and frequency filtration. Department enforced prerequisite: APPM 5520 or MATH 5520. Recommended prerequisite: previous coursework equivalent to STAT 4520 or MATH 4520 or STAT 5520 or MATH 5520; minimum grade of C- for all. Same as STAT 4540 and MATH 4540 and MATH 5540.

Background

Other Profiles