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I am an undergrad but plan to enter grad school to study statistics(PhD programme in financial mathematics). Besides classes from statistics department(probability theory, linear regression e.t.c.) ,i need advice, what pure math classes i should take to prepare myself. I have taken calculus(up to multivariable calculus and vector calculus), linear algebra and discrete mathematics. Should i also take classes like complex analysis, real analysis ? Do these classes have any(non vague) connection with statistics ? What about function analysis , fourier analysis ? Thanks in advance.
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