**Instructor:**
Professor Jeffrey S. Rosenthal,
Department of Statistics, University of Toronto.
Sidney Smith Hall, room 5016B; phone (416) 978-4594;
http://probability.ca/jeff/;

**Time:** Mondays, 1:10 - 4:00. First class Sept 12. Last
regularly-scheduled class Dec 5.
Makeup class Wednesday Dec 7 (1:10 - 4:00).
Final exam Dec 12 (1:10 - 4:00 in SS2106).
No class Oct 10 (Thanksgiving)
nor Nov 7 (Fall Break).

**Location:** Room 2108 of Sidney Smith Hall
(building "SS" on campus map).

**Textbook:**
A First Look
at Rigorous Probability Theory, 2nd ed.,
by J.S. Rosenthal (World Scientific Publishing, Singapore, 2006).
Available at U of T Bookstore or World Scientific
or amazon.ca
or amazon.com
or indigo.ca.
(See also the partial solutions manual.)

**Library copies**: Copies of the
textbook have been placed on short-term loan at both the Mathematical
Sciences Library (Bahen Centre) and the Laidlaw
Library (University College).

**Further Reading**:
See the references listed in "Appendix B" of the textbook.

**Note:** To avoid conflict of interest, the instructor
will offer a refund of $2 (his approximate royalties) on Oct 3
to each student who has purchased the textbook (with receipt) for this course.

**Course content: **
We will follow the textbook fairly closely, covering approximately the
first half.
Specific topics to be covered include: probability measures,
the extension theorem, random variables, distributions, expectations,
laws of large numbers, Markov chains.
(The follow-up course, STA 2211S,
will then cover the rest of the textbook,
including weak convergence, characteristic functions, central limit
theorems, Radon-Nykodym Theorem and Lebesgue Decomposition, conditional
probability and expectation, martingales, and Kolmogorov's Existence
Theorem.)

**Prerequisites: **
Students should be familiar with undergraduate-level probability
theory, and should also have a strong background in basic
undergraduate-level Real Analysis, including calculus, sequences and
series, elementary set theory, and epsilon-delta proofs, as briefly
summarised in e.g. "Appendix A" of the textbook. (On the other hand,
students who have already studied *lots* of graduate-level
Real Analysis might perhaps find this course too low-level and thus
inappropriate for them.)

**Evaluation:**
Midterm test
[solutions]
(Oct 24, 1:10pm, 60 mins, in room HA410) 20%;
Homework #1
(assigned Oct 3, due Oct 31 at 1:10pm sharp) 20%;
Homework #2
(assigned Nov 7, due Nov 28 at 1:10pm sharp) 20%;
Final exam (Dec 12, 1:10-4:00, 150 mins, in SS2106) 40%.

**Lateness policy**:
Homeworks are due at 1:10pm **sharp**.
Lateness penalties are:
1-10 mins = 1 point;
11-30 mins = 2 points;
31 mins - 24 hours = 10% of total points;
longer = (10% of total points) x (number of days late, rounded **UP**).

**Regrading policy**:
Regrading requests should only be made for **genuine grading
errors**, and should be initiated by writing or typing a complete
explanation of your concern (together with your full name, student
number, e-mail address, and telephone number) on a **separate piece of
paper**, and giving this together with
your original **unaltered** homework/test/exam paper to the instructor
within one week of when the graded item was first
available. **Warning: your mark may end up going down rather than up.**
Further details are available here.

This document is available at www.probability.ca/sta2111 or permanently at www.probability.ca/jeff/teaching/1112/sta2111/