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Real analysis?

Joined
8/26/11
Messages
175
Points
28
From a survey of the top MFE school prerequisite lists, I've noticed that only Stanford mentions a course in real analysis. Would a course in analysis strengthen one's profile nonetheless? Thanks!
 
If you claim to have studied mathematics at the undergraduate level, then I think any quantitative graduate program would expect that you have taken real analysis. While it is not useful in practical applications such as mathematical finance, it strengthens your problem solving skills. So I would say take it if you have not yet.

P.S. I asked this same question about a year ago on quantnet and I decided to take it and am glad I did because it was a great course and is essential if you wish to study mathematics. While I don't know yet if it has strengthened my profile, at least I don't have to question if not having it would weaken my profile.
 
Thanks! I do have a personal interest in abstract math, it just comes down to either taking the analysis sequence or more stats classes.
 
I know what you mean, I would take it. You should also consider that if your plans change and you end up wanting to do a PhD in something quantitative (math, econ, etc.), real analysis is required.
 
Thanks! I do have a personal interest in abstract math, it just comes down to either taking the analysis sequence or more stats classes.

Upper level stats use a lot of Measure Theory (aka Real Analysis topics).
 
It's hard, but worth it. Brings a new way of thinking to your mathematical problem solving arsenal, and useful for many areas of applied maths (probability, differential equations, numerical analysis etc.)
 
It's hard, but worth it. Brings a new way of thinking to your mathematical problem solving arsenal, and useful for many areas of applied maths (probability, differential equations, numerical analysis etc.)

Whereas in the old days learning real analysis was akin to a tooth extraction without anaesthetic, today's offerings positively inundate you with novocaine (metaphorically speaking). The latest on offer -- Understanding Real Analysis, by Paul Zorn -- is about as simple and as transparent as it can get.
 
Whereas in the old days learning real analysis was akin to a tooth extraction without anaesthetic, today's offerings positively inundate you with novocaine (metaphorically speaking). The latest on offer -- Understanding Real Analysis, by Paul Zorn -- is about as simple and as transparent as it can get.

Just checked out that book. I wish I knew it existed when I tried to learn analysis! Learning analysis for me was akin to banging your head against a brick wall for a month without rest, and then suddenly "eureka!" - everything made sense and I came top of the year in both my analysis exams.
 
Just checked out that book. I wish I knew it existed when I tried to learn analysis! Learning analysis for me was akin to banging your head against a brick wall for a month without rest, and then suddenly "eureka!" - everything made sense and I came top of the year in both my analysis exams.

To be honest it's a bit too simple, doesn't go very far, and has stripped down analysis as far as it's possible. But it's the kind of book a beginner can work through by himself in a couple of weeks and then be ready to tackle courses based on Rudin's Principles of Mathematical Analysis. or Apostol's Mathematical Analysis.
 
Rudin all the way. Take the class - mathematicians measure their dicks by real anal. But any real structure is algebra...just sayin.
 
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