STA 2211S: Graduate Probability II (Spring, 1999)

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, Sid Smith room 6024, phone (416) 978-4594)

Time: Tuesdays, 1:10 to 4:00 pm, Sidney Smith Hall room 2128.

Textbook: The main reference will be the instructor's lecture notes. In addition, several reference books will be kept on reserve in university libraries; click here for details.

Content: We will cover the second half of the lecture notes, 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.