Summary - Analysis

Lecture 1: Course Introduction, Complex Numbers, and Functions of Complex Variables

Complex Numbers

Definition

A complex number is of the form, where and are real numbers, and is the imaginary unit ().

Representation

  • Algebraic Form: where i is the imaginary number,
  • Polar Form: , where (modulus) and is the argument.

Operations

  • Addition:
  • Multiplication:
  • Conjugation:
  • Modulus:

Functions of a Complex Variable

Analytic Functions

A functionis analytic at a point if it is differentiable in some neighborhood of that point.

Cauchy-Riemann Equations

For to be analytic, the partial derivatives must satisfy:

Line Integrals

The integral of a complex function along a curve:

Important Theorems

Cauchy Theorem

Ifis analytic andis a closed curve within the domain of:

Cauchy Integral Formula

If is analytic inside and on a simple closed curve and is any point inside :

Lecture 2: Analytic Functions and Cauchy-Riemann Equations

Analytic Functions

Definition

Functions that have a complex derivative at every point in some region.

Examples

  • Polynomials:
  • Exponential Function:
  • Trigonometric Functions:

Uses

Analytic functions are used in solving complex integrals, conformal mappings, and in physics and engineering problems involving wave functions and heat equations.

Lecture 3: Complex Integration

Line Integrals

Definition

Integral of a complex function over a path:

Special Case: Path Independence

Ifis analytic in a simply connected region, the integral depends only on the endpoints, not the path.

Applications

Used in evaluating complex functions over curves, important in fluid dynamics and electromagnetism.

Lecture 4: Series Representation

Taylor Series

Definition

If is analytic at:

where .

Use

Used to approximate functions near a point.

Laurent Series

Definition

For functions analytic in an annulus:

whereare coefficients.

Special Case: Singularities

Laurent series are useful for dealing with functions that have singularities.

Lecture 5: Residue Theorem and Applications

Residue Theorem

Definition

If is analytic inside and on a simple closed curve except for isolated singularities:

Residue

The residue of at is the coefficient in its Laurent series.

Applications

Used to evaluate complex integrals, especially in physics and engineering for calculating potential fields.

Lecture 6+7: Distributions and Fourier Transform

Distributions

Definition

Generalized functions extending the concept of functions for integrating products.

Example

The Dirac delta function.

Fourier Transform

Definition

Transforms a function of time into a function of frequency:

Uses

Signal processing, image analysis, solving partial differential equations.

Lecture 8: Laplace Transform

Laplace Transform

Definition

Transforms a function of time into a function of a complex variable:

Uses

Solving differential equations, control theory, and systems analysis.

Lecture 9: Probability Basics

Definitions

Random Variable

A variable representing outcomes of a random process.

Probability Distribution

Describes the likelihood of different outcomes.

Example

  • Discrete: Number of heads in coin tosses.
  • Continuous: Heights of people.

Lecture 10+11: Discrete and Continuous Probability Distributions

Discrete Distributions

Probability Mass Function (PMF)

Gives the probability that a discrete random variable is exactly equal to some value:

Example

Binomial distribution for the number of successes intrials.

Continuous Distributions

Probability Density Function (PDF)

Function such that the area under the curve represents the probability of a range of outcomes:

Example

Normal distribution representing continuous data like heights or test scores.

Lecture 12+13: Expectation and Variance

Expectation

Definition

The average value of a random variable:

Variance

Definition

Measure of how much values differ from the mean:

Use

Expectation and variance are fundamental in statistics and probability for describing distributions.

Lecture 14: Joint Distributions and Independence

Joint Distributions

Definition

Describes the probability of two random variables occurring together.

Example

Joint distribution of height and weight.

Independence

Definition

Two variables and are independent if:

Use

Independence is crucial in simplifying the analysis of complex systems.