(STA 447/2006S, Spring 2002)

Time and place: Thursdays, 6:00 to 9:00 p.m. First class January 10; last class April 11; no class February 21 (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 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: There is no required textbook. However, a number of references may be useful; some of these will be held on reserve (see attached sheet).

Course Outline: We will cover Markov chains, renewal theory, queueing theory, martingales, and Brownian motion. The course will be primarily mathematical in nature.

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

Class Conduct: Students are expected to attend class regularly, to arrive on time, to turn off cell phones and beepers, and to avoid disrupting the lectures.

Class Participation: The instructor will sometimes pose oral questions to the class, including questions about the previous week's lecture. Up to 5% bonus marks will be given to students who regularly attempt to answer such questions.

Test #1 (Thursday Feb. 14, in class, 7:30 p.m.) 20%
Test #2 (Thursday Mar. 28, in class, 7:30 p.m.) 20%
Homework Assignments (to be assigned) 12%
Final Exam (three hours, some time Apr 22-May 10) 48%
Class Participation (bonus) up to 5%

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/sta447-02a.html.