**Instructor:**
Professor Jeffrey S. Rosenthal,
Department of Statistics, University of Toronto

Sidney Smith Hall, room 6024; phone (416) 978-4594; http://probability.ca/jeff/;

**Time:** Wednesdays 11-2. First class Jan 7. Last class
April 7. No class Feb 18 (Reading Week).

**Place:** Sidney Smith Hall, room 2130.

**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**
(to be held on reserve in math/stat library and/or 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: **
Test #1 (20%), Test #2 (20%), homework assignments (36%),
class participation (24%).

**Schedule: **
Test #1 February 25, Test #2 April 7, each one hour long at beginning of class.
Homework #1 assigned Jan 21, due by Feb 9 1:30 p.m.;
Homework #2 assigned Feb 25, due by March 15 1:30 p.m.;
Homework #3 assigned March 24, due by April 9 1:30 p.m.

**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/sta2211-04a.html.