STA 2111F: Graduate Probability I (Fall 2023)

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 121 of Woodsworth College (WW: 119 St. George Street).
First class Sept 14 (not Sept 7). Last class Nov 30. No class Nov 9 (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 count towards your Class Participation grade).

Textbook: A First Look at Rigorous Probability Theory, 2nd ed, by J.S. Rosenthal, available at e.g. the UofT Bookstore or amazon/kindle or from the publisher or at UofT Libraries including the Math Library course reserves. (If you purchase the book for this class, and show me a receipt in class on Sept 28, then I will refund you $2 which is my approximate royalty.) This course will roughly follow Chapters 1-6 and 9. See also the solutions manual. Similar material is also covered in e.g. Chapters 1-2 and Appendix of Probability: Theory and Examples, 5th ed, by R. Durrett.

Instructor Office Hours: You are welcome to talk to the instructor after class, or email him to ask questions or arrange a time to talk. Special office hours will be arranged before the homework due dates and midterm and exam, in the Ontario Power Generation (OPG) (UY) (Hydro) building, 9th floor, on the SW corner of University Ave & College St, including: Monday Oct 2 at 2:00-3:00 (TA) in OPG 9171; Tuesday Oct 3 at 1:00-2:30 (prof) in OPG 9171; Monday Oct 16 at 2:00-3:00 (TA) in OPG 9040; Tuesday Oct 17 at 1:00-2:00 (prof) in OPG 9040; Tuesday Nov 21 at 1:00-2:00 (prof) in OPG 9173; Wednesday Nov 22 at 2:00-3:00 (TA) in OPG 9173; Monday Dec 4 at 2:00-3:00 (TA) in OPG 9173; Tuesday Dec 5 at 1:00-2:00 (prof) ONLINE on Zoom (check Quercus announcement for link).

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). For preparation, please review Appendix A of the textbook. However, the course does not assume previous knowledge of Measure Theory; students with very extensive knowledge of Measure Theory might instead consider MAT1600.

Students: This course is intended primarily for Statistics Department graduate students. Interested graduate students from other UofT departments should email the instructor about your relevant background; if admitted then you are then responsible for making up any missing background knowledge and sorting out any necessary forms/paperwork (which I will sign when needed). Graduate student requests to audit this class should be emailed to the instructor. 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 when near students indoors, and request that you do too (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 should be able to access it from the course's quercus page; let me know of any difficulties. 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 21, due at start of class on Thurs Oct 5)
• 30% Midterm (150 mins; during class time on Thurs Oct 19)
• 10% Homework #2 (assigned by Nov 2, due at start of class on Thurs Nov 23)
• 40% Final Exam (Thurs Dec 7 at 10:10-1:00, in the usual classroom WW121)

Regrading policy: Regrading requests should only be made for genuine grading errors, and should be initiated 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/2324/sta2111/