**Instructor: ** Professor Jeffrey Rosenthal
(contact me,
Sid Smith room 6024, phone (416) 978-4594)

**Time: ** Tuesdays, 1:10 to 4:00 pm, Ramsey Wright 142.

**Textbook: ** "Probability and Measure", 3rd ed., by
Patrick Billingsley. (John Wiley & Sons, 1995. Available at U of T
Bookstore, $90.95.) Some lecture notes
(work in progress) will also be made available.

**Content: **
We will cover approximately chapters 5, 6, and 7 of Billingsley,
including weak convergence, characteristic functions, central limit
theorems, the Radon-Nykodym Theorem, 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 course project
(25%) will be used to determine the final grade.

This document is available at /jeff/courses/sta2211-98a.html.