STA 2111F: Graduate Probability I (Fall 2022)

This course is designed for Master's and Ph.D. level students in statistics and related subjects, who are interested in a rigorous, mathematical treatment of probability theory using measure theory.

Course Web Page Quick Link: probability.ca/sta2111

Instructor: Professor Jeffrey S. Rosenthal, Department of Statistics, University of Toronto. Email j.rosenthal@math.toronto.edu; web http://probability.ca/jsr

Lectures:
Thursdays 10:10 - 1:00, in room 17198 (17th floor) of the Ontario Power [Hydro] Building (UY) at 700 University Avenue (SW corner of University & College).
First class Sept 8. Last class Dec 1. No class Nov 10 (Reading Week).
Lectures will be interactive; please put away your laptops and cell phones, and pay close attention to the material being presented, and answer the instructor's questions in class (which will also count towards your Class Participation grade).

Textbook: I will roughly follow chapters 1-6 and 7.1 and 9 of A First Look at Rigorous Probability Theory, 2nd ed, by J.S. Rosenthal, available at e.g. the U of T Bookstore, or amazon/kindle. (You do not need to purchase the book. But if you do, and show me a receipt in class on Sept 22, then I will refund you $2 which is my approximate royalty.) Similar material is also covered in chapters 1-2 of Probability: Theory and Examples, 5th ed, by R. Durrett.

Instructor Office Hours: You are welcome to talk to the instructor after class, or you can email him to ask questions or arrange a time to talk. Special office hours: Will be arranged before the midterm and exam, including Tues Dec 6 at 2:00 in Hydro (UY) room 9199.

Prerequisites: Students should be familiar with undergraduate-level probability theory at the level of STA347, and should also have a strong background in undergraduate-level Real Analysis at the level of MAT337 (including calculus, sequences and series, elementary set theory, and epsilon-delta proofs, see e.g. Appendix A of the textbook). However, the course does not assume previous knowledge of Measure Theory. In fact, students who have already studied lots of graduate-level Real Analysis and Measure Theory might perhaps find this course too low-level, and might instead wish to consider MAT1600.

Students: This course is intended primarily for Statistics Department graduate students. Graduate students from other UofT departments should email the instructor about your course interest and your program and prerequisites; you are then responsible for making up any missing background knowledge, and also for sorting out any necessary forms/paperwork (which I will sign when needed). Any graduate student requests to audit this class should be emailed to the instructor, including your relevant background and interest, and will be considered on a case-by-case basis. Unfortunately, undergraduate students may not attend nor audit this class, though you are still welcome to work through the course material on your own.

Covid Protocols: Since Covid is still active, I will try to wear a mask in the classroom, and request that you do the same (though it is not required). Please let me know of any concerns. Thank you.

Discussion Pages: I created a STA2111 "Piazza" discussion page where students can post and answer questions about the course. You can join using the link and access code provided on the course's quercus page. Feel free to post course-related messages there any time you want to. I may or may not read your posts myself, but other students can answer them whenever they wish. Also, feel free to create recognized study groups, or join a drop-in study space.

Evaluation:
• 10% Class Participation (your attendance / punctuality / preparation / attention / questions / responses during lectures);
• 10% Homework #1 (assigned by Sept 22, due at start of class on Thurs Oct 6)
• 30% Midterm (during class time on Thurs Oct 20)
• 10% Homework #2 (assigned by Nov 3, due at start of class on Thurs Nov 24)
• 40% Final Exam (Thurs Dec 8 at 10:10-1:00 in the usual classroom UY 17198)

Regrading policy: Regrading requests should only be made for genuine grading errors, and should be initiated by writing on a separate piece of paper a complete explanation of your concern (together with your full name, student number, e-mail address, and telephone number), within one week of when the graded item was first available. Warning: your mark may end up going down rather than up. For details and instructions click here.

Challenges? If you encounter challenges during your studies, then please see these support options or visit Academic Success or the Health & Wellness Centre or Graduate Wellness Services or the SGS Wellness Portal or Navi for assistance and support.



This document is available at probability.ca/sta2111, or permanently at probability.ca/jeff/teaching/2223/sta2111/