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Probability
| Graduate Courses | |
| 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. University of Illinois at Urbana-Champaign, 1997. Stochastic analysis on manifolds, random simple curves on 2-dimensional domains and Riemann surfaces, SLE, mathematical physics. |
| Dirk Hundertmark | Ph.D. Ruhr-Universitat Bochum, Germany, 1996. Analytic, probabilistic problems in math physics; eigenvalue moments for Schrödinger operators; spectral theory of random Schrödinger operators and statistical mechanics. |
| Ditlev Monrad | Ph.D. California-Berkeley, 1977. Stochastic processes. |
| 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 | |
| Burak Erdogan | Ph.D. Caltech, 2001. Harmonic analysis on Euclidean spaces and PDEs |
| Lee DeVille | Ph.D. Boston University. 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. |
| A.J. Hildebrand | Ph.D. Freiburg, 1983. Analytic number theory, probabilistic number theory, arithmetic functions. |
| Eduard Kirr | Ph.D., University of 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. |
| Postdocs in Related Areas | |
| Tao Mei | Ph.D. Texas A & M, 2006. Harmonic analysis for operator(matrix) valued functions, noncommutative martingales, operator space |
| Bartlomiej Siudeja | Ph.D. Purdue University, 2008. Potential theory of symmetric stable processes; Dirichlet and Neumann eigenvalue problems for planar domains. |
| Emeriti Faculty | |
| Donald L. Burkholder | Ph.D. Univ. of North Carolina, 1955. Probability, stochastic processes, functional analysis, Fourier analysis. |
| 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. |
| J. Jerry Uhl, Jr. | Ph.D. Carnegie Tech., 1966. Vector measures, Banach spaces, functional analysis, measure theory. |
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Department of Mathematics 273 Altgeld Hall, MC-382 1409 W. Green Street, Urbana, IL 61801 USA Telephone: (217) 333-3350 • Fax: (217) 333-9576 • Email: math@illinois.edu |
College
of Liberal Arts and Sciences |