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| | Ask HN: Learning advanced math | |
70 points by linhir on Oct 3, 2010 | hide | past | favorite | 42 comments
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| | I have an undergraduate background in applied math and have taken basic linear algebra, differential equations, mathematical statistics and multivariate calculus. I'm rusty though, and I've been considering applying for PhD programs in statistics. I'd like to put myself on a healthy math regiment and I was wondering if people had suggestions on books or other materials to work on advanced (linear) algebra and analysis? I'm more than willing to spend an hour per page and do all the exercises, but I would like good exposition. My end goal is to have a reasonable understanding of things to make limit theorems in probability (during the first year of my PhD), etc, easier. |
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For linear algebra, I was suggest Strang's "Linear Algebra with applications", 3rd edition. Then "Linear Algebra Done Right".
While you are at it, get Hungerfords "Abstract Algebra: An Introduction"; you will need an easy reference to fields and groups and polynomials.
All these books require an hour per page, but they lay it all out for you if you work for it. These are definitely undergrad books, but that is their beauty.
Bartle also has "Elements of integration and lebesgue measure" -- I bet it is great, but I haven't used it.
And if you find a good probability book, please post the title ;)