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

**Time:** Tuesdays, 1:00 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 follow the lecture notes fairly closely.
Specific topics to be covered include: probability measures,
the extension theorem, random variables, distributions, expectations,
laws of large numbers, Markov chains.
(The follow-up course, STA 2211S,
will then cover the rest of the notes,
including weak convergence, characteristic functions, central limit
theorems, Radon-Nykodym Theorem and Lebesgue Decomposition, conditional
probability and expectation, martingales, and Kolmogorov's Existence
Theorem.)

**Prerequisites: **
Students should have a strong undergraduate background in
Real Analysis, including calculus, sequences and series, elementary set
theory, and epsilon-delta proofs, at the level of (say)
"Elementary Classical Analysis", by
Jerrold E. Marsden (W.F. Freeman and Co., 1974).

**Evaluation: **
Homework assignments 65%;
attendance and class participation 35%.

See the official course announcement, Homework #1, Homework #2 (in compressed postscript format).