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 Jan 9. Last class Apr 2. Final exam in class on Apr 2. No class Feb 20 (Reading Week).
Location: Room 1088 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 and errata.)
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.
Course 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.
Prerequisite: STA 2111F.
Evaluation:
Homework #1, 19% (assigned by Jan 30, due Feb 13);
Homework #2, 19% (assigned by Feb 27, due Mar 12);
Homework #3, 19% (assigned by Mar 12, due Mar 26);
Final Exam, 43% (in class on April 2).
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.