UIUC Probability Theory Classes
The regularly scheduled courses of interest to probability
students are:
- Math 361
- An elementary course, primarily for undergraduate
students, in which basic concepts are learned and computational skills
are developed.
- Math 366
- Introduces the student to the modern theory of stochastic
processes by studying Markov chains, birth and death processes, and
filtering and prediction of stationary processes.
- Math 461
- A graduate course about applications of stochastic
processes to diffusion theory, prediction and filtering theory, and
partial differential equations.
- Math
451 and
Math 452
- The basic graduate courses in probability theory in which
the basic tools are developed: conditional probability distributions,
expectations and conditional expectations, random variables,
convergence of random variables, moment generating functions and
characteristic functions, martingales, stopping times, stationary
processes, Markov chains, Markov processes, and Brownian motion.
Spring Semester 1999 (Tentative)
Fall Semester 1998 (Tentative)
Spring Semester 1998 (Tentative)
Fall Semester 1997
UIUC Probability Theory Page
Department of Mathematics
University of Illinois at
Urbana-Champaign