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Texas A&M University

Probabaility Theory at Texas A&M

During this century probability has gone from a minor interest of those involved in games of chance to a major discipline of applied and theoretical sciences. It has allowed one to study problems in which a multitude of technicalities are ensconced in random behavior by giving a variety of theoretical tools with which to study them. For example, many physical systems possess innate random behavior that can be be understood only with the powerful tools of probability theory. Within the mathematical disciplines probability now has connections to statistics, operations research, mathematical finance, combinatorics, differential equations and functional analysis, to name a few.

Graduate Program

The department offers the basic graduate probability course, Theory of Probability I, Math 606 , as well as more specialized courses such as Applied Stochastic Differential Equations, Math 625 , Theory of Probability II, Math 628, Mathematics of Finance, Math 628 , and and various Special Topics, MATH 689.

The department has faculty working in diverse areas of probability such as probability in Banach spaces, limit theorems, empirical processes, U-processes, probability inequalities, convex geometry, ergodic theory, stochastic differential equations, diffusions, and Brownian motion.

Ken Dykema
Bill Johnson
Gilles Pisier
Eviatar Procaccia
Maurice Rahe
Thomas Schlumprecht
Joel Zinn