STA 2211S: Graduate Probability II (Spring, 1998)

STA 2211S is a follow-up course to STA 2111F, designed for Master's and Ph.D. level students in statistics, mathematics, and other departments, who are interested in a rigorous, mathematical treatment of probability theory using measure theory.

Instructor: Professor Jeffrey Rosenthal (contact me, Sid Smith room 6024, phone (416) 978-4594)

Time: Tuesdays, 1:10 to 4:00 pm, Ramsey Wright 142.

Textbook: "Probability and Measure", 3rd ed., by Patrick Billingsley. (John Wiley & Sons, 1995. Available at U of T Bookstore, $90.95.) Some lecture notes (work in progress) will also be made available.

Content: We will cover approximately chapters 5, 6, and 7 of Billingsley, including weak convergence, characteristic functions, central limit theorems, the Radon-Nykodym Theorem, Lebesgue Decomposition, conditional probability and expectation, martingales, and Kolmogorov's Existence Theorem.

Prerequisites: Students should have taken STA 2111F or equivalent.

Evaluation: Homework assignments (50%), attendance and class participation (25%), and a course project (25%) will be used to determine the final grade.

This document is available at /jeff/courses/sta2211-98a.html.