(STA 447/2006S, Spring 2001)

Time and place: Thursdays, 6:00 to 9:00 p.m. First class January 11; last class April 12; no class February 22 (Reading Week). Sidney Smith Hall room 2111.

Instructor: Professor Jeffrey S. Rosenthal, Department of Statistics, University of Toronto
Office hours Thursdays 2:00-3:30, or after class, or by appointment, or any other time you can find me. Sidney Smith Hall, room 6024; phone (416) 978-4594; contact me; http://markov.utstat.toronto.edu/jeff/

Textbook: Probability and Random Processes, second edition, by G.R. Grimmett and D.R. Stirzaker (Oxford University Press, 1992).

Course Outline: We will cover portions of Chapters 6, 8, 9, 10, 11, 12, and 13 of the textbook (plus earlier material as needed), as time permits. Specific topics to be covered include Markov chains, renewal theory, queueing theory, martingales, and Brownian motion.

Prerequisites: STA 347H or equivalent knowledge of probability theory; and MAT 235Y/237Y or equivalent knowledge of multivariable calculus and basic real analysis.

Test #1 (Thursday Feb. 15, in class, 8:00 p.m.) 20%
Test #2 (Thursday Mar. 29, in class, 8:00 p.m.) 20%
Homework Assignments (to be assigned) 12%
Final Exam (three hours, some time Apr 23-May 11) 48%

See Homework #1, Homework #2, Homework #3, Test #1, Test #1 Solutions, Test #2, Test #2 Solutions, Final Exam.

This document is available at http://markov.utstat.toronto.edu/jeff/courses/sta447-01a.html.