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.