**Instructor:**
Professor Jeffrey S. Rosenthal,
Department of Statistics, University of Toronto.
Sidney Smith Hall, room 5022; phone (416) 978-4594;
e-mail
j.rosenthal@math.toronto.edu;
web
http://probability.ca/jeff/

**Lecture Schedule:** Wednesdays 11:10 - 1:00 in SS 2101.
First class Feb 26. Last class April 1.

**Note:**
This is a **six-week class**, and only counts for 0.25 course credit.
The add date is any time before the second lecture.
The drop date is end of the day of the second lecture.

**Course Web Page:** Visit
http://probability.ca/sta4502
for course information and announcements.

**Prerequisites: **
Graduate-level probability theory with measure theory at the level of
STA2111,
and stochastic processes at the level of
STA447/2006 (may be concurrent),
plus basic familiarity with MCMC algorithms.
This course is intended primarily for graduate students in statistics;
all others must obtain **permission from the instructor**
before enroling.

**Readings:**
There is no required textbook.
We will approximately follow these notes
(pdf, transcribed by previous students).
In addition, some of the material is covered in
this paper
/ older version
(discrete case), and
this paper
and this paper
and Section 2 of
this paper
(general case).
For basic background on Markov chains, see e.g.
this book.

**Evaluation:**

40% class participation (all six classes; see below)

50% homework (due at beginning of final class; see below)

10% presentation (in final class; see below)

For **class participation**, students are expected to
punctually attend class each week, to pay close attention during class [no
cell phones or laptops except for direct class-related purposes with prior
permission], answer questions posed by the instructor, ask their own
questions, discuss the material actively, review the previous material and
notes before each new lecture, and show interest and enthusiasm in the
course material.

For the **homework**, students should solve in detail,
with full explanation, all 14 of the Exercises at the end of the first paper
older version, and write them up clearly and neatly.

The **presentations** will take place in the final class,
and will be a maximum of 15 minutes each, and should
present the ideas behind your
solutions to a few interesting homework problems. (Note: claim
your problems early, to avoid duplication with other presentations.)

**Instructor Office Hours:**
You are welcome to talk to the instructor after class, or any time you
find him in his office, or you can e-mail him to arrange another time
to meet.

**Challenges?** If you encounter challenges during your studies,
then please visit Academic
Success or the Health and
Wellness Centre for assistance and support.

This document is available at probability.ca/sta4502, or permanently at probability.ca/jeff/teaching/1920/sta4502/