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.