STA 2211S: Graduate Probability II (Winter 2012)

STA 2211S is a follow-up course to STA 2111F, designed for Master's and Ph.D. level students in statistics 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 5016B; phone (416) 978-4594;; 'jeff' at ''

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 or or (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.

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.

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