Department of Mathematics
Probability

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.

Faculty Members in Probability

• Donald L. Burkholder (donburk@math.uiuc.edu), Ph.D. Univ. of North Carolina, 1955. Probability, stochastic processes, functional analysis, Fourier analysis.
• Ditlev Monrad (d-monrad@uiuc.edu), Ph.D. California-Berkeley, 1977. Stochastic processes.
• Walter Philipp (wphilipp@uiuc.edu), Ph.D. Vienna, 1960. Probability limit theorems, probabilistic number theory.
• Renming Song (rsong@math.uiuc.edu), Ph.D. Florida, 1993. Stochastic analysis, Markov processes, mathematical physics.
• Richard B. Sowers (r-sowers@math.uiuc.edu), Ph.D. Maryland, 1991. Probability theory, stochastic analysis.

Faculty Members in Related Areas

• Jean Bourgain (bourgain@uiuc.edu), Ph.D. Brussels, 1977. Harmonic analysis, ergodic theory, geometry of Banach spaces.
• Zoltan Furedi (z-furedi@math.uiuc.edu), 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.
• Adolph Hildebrand (ajh@uiuc.edu), Ph.D. Freiburg, 1983. Analytic number theory, probabilistic number theory, arithmetic functions.
• Robert Kaufman (rpkaufma@uiuc.edu), Ph.D. Yale, 1965. Classical analysis, complex function theory, Hausdorff measure, analytic sets.
• Peter Loeb (loeb@math.uiuc.edu), Ph.D. Stanford, 1964. Nonstandard analysis, potential theory, covering theorems, integration theory.
• Joseph Rosenblatt (jrsnbltt@math.uiuc.edu), Ph.D. Washington, 1972. Harmonic analysis, ergodic theory.
• J. Jerry Uhl (j-uhl@uiuc.edu), Ph.D. Carnegie Tech., 1966. Vector measures, Banach spaces, functional analysis, measure theory.
• Jang-Mei Wu (j-wu1@uiuc.edu), Ph.D. Illinois, 1974. Potential theory, conformal mapping, exceptional sets, complex function theory.

Emeriti Faculty

• J. L. Doob (doob@uiuc.edu), Ph.D. Harvard, 1932. Probability and potential theory.
• Lester Helms (l-helms@math.uiuc.edu), Ph.D. Purdue, 1956. Probability theory, diffusion equations, second-order elliptic partial differential equations, heat equation, stochastic processes.
• Frank Knight (f-knight@math.uiuc.edu), Ph.D. Princeton, 1959. Probability theory, particularly Markov processes.

Adjunct Faculty

• Catherine Doleans-Dade (cdade@math.uiuc.edu), Ph.D. Strasbourg, 1970. Probability theory, stochastic processes.

Probability Theory Activities

• Classes
• Seminars

Links of Interest to Probabilists

• Stochastic Analysis Digest
• Electronic Journal of Probability and Electronic Communications in Probability
• Probability Abstract Service
• The Probability Web