STA 2211S: Graduate Probability II (Spring, 2006)

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 S. Rosenthal, Department of Statistics, University of Toronto
Sidney Smith Hall, room 6024; phone (416) 978-4594;; 'jeff' at ''

Time: Tuesdays 2-5. First class Jan 10. Last class April 11. No class Feb 21 (Reading Week).

Place: Sidney Smith Hall, room 1069.

Textbook: Rosenthal, J.S. (2000), A First Look at Rigorous Probability Theory. Singapore: World Scientific Publishing. Available at the U of T Bookstore or from See also the book's errata, in compressed postscript or PDF.

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

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%).

Tentative Schedule: Test #1 February 28, Test #2 April 11, each one hour long in class.
Homework #1 assigned Jan 24, due by Feb 9, 3:00 p.m.;
Homework #2 assigned Feb 28, due by March 17, 3:00 p.m.;
Homework #3 assigned March 28, due by April 13, 3:00 p.m.

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