**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.