The Department of Mathematics at the University of Illinois has historically had a strong reputation in probability, both through its faculty and through the many postdoctoral visitors who have been here. The document Graduate Study in Probability Theory outlines the general areas of probability theory studied here and describes the advanced undergraduate and graduate courses that are offered regularly.
Faculty Members in Probability
Robert Bauer — Ph.D. Illinois, 1997. Stochastic analysis on manifolds, random simple curves on 2-dimensional domains and Riemann surfaces, SLE, mathematical physics.
Runhuan Feng — Ph.D. University of Waterloo, 2008. Actuarial science, Mathematical finance, Applied stochastic processes, Applied analysis.
Kay Kirkpatrick — Ph.D. UC-Berkeley, 2007. Statistical mechanics, probability, differential equations, and applications to physics and biology.
Renming Song — Ph.D. Florida, 1993. Stochastic analysis, Markov processes, mathematical physics, mathematical finance.
Richard B. Sowers — Ph.D. Maryland, 1991. Applied stochastic processes, asymptotics of stochastic processes, randomly-perturbed dynamical systems, and stochastic PDE's.
Faculty Members in Related Areas
Jayadev Athreya — Ph.D. University of Chicago, 2006. Ergodic theory and dynamics of group actions on parameter spaces of geometric objects.
Philippe Di Francesco — Ph.D. Universite Paris 6, 1989. Mathematical Physics, Enumerative and Algebraic Combinatorics, Integrable models of Statistical Physics, Cluster Algebra, Matrix models, Quantum (Conformal) Field Theory.
Burak Erdogan — Ph.D. Caltech, 2001. Harmonic analysis on Euclidean spaces and PDEs.
Lee DeVille — Ph.D. Boston University, 2001. Stochastic analysis, differential equations, dynamical systems .
Zoltan Furedi — Ph.D. 1981, D.Sc. Mathematics Institute of the Hungarian Academy of Sciences, 1990. Theory of finite sets with applications in geometry, designs, and computer science.
Eduard Kirr — Ph.D., Michigan, 2002. Existence and stability of coherent structures in equations from mathematical physics, their coupling with radiation under perturbations, theory and numerical simulation of waves in homogeneous and random media.
Joseph Rosenblatt — Ph.D. Washington, 1972. Harmonic analysis, ergodic theory, functional analysis.
Jang-Mei Wu — Ph.D. Illinois, 1974. Potential theory, conformal mapping, exceptional sets, complex function theory.
Lester Helms — Ph.D. Purdue, 1956. Probability theory, diffusion equations, second-order elliptic partial differential equations, heat equation, stochastic processes.
Robert Kaufman — Ph.D. Yale, 1965. Classical analysis, complex function theory, Hausdorff measure, analytic sets.
Peter Loeb — Ph.D. Stanford, 1964. Nonstandard analysis, potential theory, covering theorems, integration theory.