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