Probability 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. In computer science randomized algorithms and random neural networks have taken center stage, producing computational advantages over the deterministic algorithms. Within the mathematical disciplines probability now has connections to statistics, complex analysis, 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 , and various Special Topics, MATH 689.

The department has faculty working in diverse areas of probability such as random matrices, random spatial processes, probability in Banach spaces, limit theorems, empirical processes, concentration inequalities, convex geometry, ergodic theory, stochastic differential equations, diffusion on fractals, and Brownian motion.