**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.

This document is available at www.probability.ca/sta2211 or permanently at www.probability.ca/jeff/teaching/1112/sta2211/