**Instructor:**
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):

- P. Billingsley (1995), Probability and measure (3rd ed.). John Wiley & Sons, New York.
- R. Durrett (1996), Probability: theory and examples (2nd ed.). Duxbury Press, New York.
- B. Fristedt and L. Gray (1997), A modern approach to probability theory. Birkhauser, Boston.

**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.

This document is available at http://probability.ca/jeff/courses/sta2211-03a.html.