STA 2211S: Graduate Probability II (Spring, 1997)

STA 2211S is a follow-up course to STA 2111F, designed for Master's and Ph.D. level students in statistics, mathematics, and other departments, who are interested in a rigorous, mathematical treatment of probability theory using measure theory.

Instructor: Professor Jeffrey Rosenthal (contact me, phone (416) 978-4594)

Time: Tuesdays, 2:00 to 5:00 pm, room to be announced.

Textbook: "Probability and Measure", 3rd ed., by Patrick Billingsley. (John Wiley & Sons, 1995. Available at U of T Bookstore, $90.95.)

Content: We will cover chapters 5, 6, and 7 of the textbook, 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 taken STA 2111F or equivalent.

Evaluation: Homework assignments (50%), attendance and class participation (25%), and a class presentation (25%) will be used to determine the final grade.

Official course announcement (in compressed postscript format).

Course homework assignments.

Course presentation assignment.