**Instructor:**
Professor Jeffrey S. Rosenthal,
Department of Statistics, University of Toronto

Sidney Smith Hall, room 6024; phone (416) 978-4594; http://probability.ca/jeff/;

**Time:** Mondays 1-4. First class Jan 3. Last class
April 4. No classes Jan 10, Feb 14.

**Place:** Sidney Smith Hall, room 1072.

**Textbook:**
Rosenthal, J.S. (2000), A First Look at
Rigorous Probability Theory.
Singapore: World Scientific Publishing.
Available at U of T Bookstore or from www.wspc.com.

**Further Reading**
(available on short-term loan in the math/stat library):

- P. Billingsley (1995), Probability and measure (3rd ed.). John Wiley & Sons, New York.
- R. Durrett (1996), Probability: theory and examples (2nd ed.). Duxbury Press, New York.
- B. Fristedt and L. Gray (1997), A modern approach to probability theory. Birkhauser, Boston.

**Content:**
We will cover approximately the second half of the textbook,
including weak convergence, characteristic functions, central limit
theorems, the Radon-Nykodym Theorem, Lebesgue Decomposition, conditional
probability and expectation, martingales, and Kolmogorov's Existence
Theorem. Additional topics will be presented as time allows.

**Prerequisites: **
Students should have taken
STA 2111F or equivalent.

**Evaluation: **
Test #1 (20%), Test #2 (20%), homework assignments (36%),
class participation (24%).

**Schedule: **
Test #1 February 21, Test #2 April 4, each one hour long at beginning of class.
Homework #1 assigned Jan 17, due by Feb 3 2:30 p.m.;
Homework #2 assigned Feb 21, due by March 10 2:30 p.m.;
Homework #3 assigned March 21, due by April 7 2:30 p.m.

**Note:** To avoid conflict of interest, the instructor
will refund $2 (his approximate royalties) to each student who purchases
the textbook.

This document is available at http://probability.ca/jeff/teaching/0405/sta2211/