Instructor: Professor Jeffrey Rosenthal (contact me, Sid Smith room 6024, phone (416) 978-4594)
Time: Tuesdays, 1:10 to 4:00 pm, Sidney Smith Hall room 2128.
Textbook: The main reference will be the instructor's lecture notes. In addition, several reference books will be kept on reserve in university libraries; click here for details.
Content: We will cover the second half of the lecture notes, 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.