Professor Jeffrey S. Rosenthal,
Department of Statistics, University of Toronto
Sidney Smith Hall, room 6024; phone (416) 978-4594; contact me; http://probability.ca/jeff/
Time and place: Wednesdays, 11:10-2:00, Sidney Smith Hall room 1074. [First class January 8; no class February 19 (Reading Week).]
Textbook: Rosenthal, J.S. (2000), A First Look at Rigorous Probability Theory. Singapore: World Scientific Publishing. Available at U of T Bookstore or from www.wspc.com.
Further Reading (first one to be held on reserve in math/stat library, last two at Gerstein):
Content: We will cover approximately the second half of the textbook, including weak convergence, characteristic functions, central limit theorems, the Radon-Nykodym Theorem, Lebesgue Decomposition, conditional probability and expectation, martingales, and Kolmogorov's Existence Theorem. Additional topics will be presented as time allows.
Prerequisites: Students should have taken STA 2111F or equivalent.
Evaluation: Homework assignments 40%; in-class quizzes 40%; attendance and class participation 20%.
Tentative Schedule: Quizzes: four, each 20 min long, at beginning of class on Jan 29, Feb 26, Mar 19, and Apr 9. Homework: three, each assigned in class, then due on a Friday at 3:00 pm; (#1) assigned Jan 22, due Feb 7; (#2) assigned Feb 26, due Mar 14; (#3) assigned Mar 26, due Apr 11.
Note: To avoid conflict of interest, the instructor will refund $2 (his approximate royalties) to each student who purchases the textbook.