Mathcamp 2: Functional analysis
Sayan Mukherjee, Tomaso Poggio, Alexander Rakhlin

Description

To briefly review concepts in functional analysis and basic probability theory that will be used throughout the course.

Slides

Slides for this lecture: PS, PDF

Suggested Reading

• Kolmogorov and Fomin. Introductory Real Analysis. Dover, 1970.
• Kolmogorov and Fomin. Elements of the Theory of Functions and Functional Analysis. Dover, 1961.