**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:** 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 www.wspc.com.
See also the book's errata, in compressed postscript or PDF.

**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%).

**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.

This document is available at http://probability.ca/jeff/teaching/0506/sta2211/