"The Department of Mathematics at the University of Illinois Urbana-Champaign has historically had a strong reputation in probability, both through its faculty and through the many postdoctoral visitors who have been here."  From Probability, Department of Mathematics, University of Illinois at Urbana-Champaign

"Topics of interest to the faculty at the University of Illinois Urbana-Champaign include martingale theory, interacting particle systems, general theory of Markov processes, random fields, stochastic differential equations, diffusion processes, and limit theorems. A common element of these topics is a triple (w, £, P) consisting of a collection of outcomes w, a class £ of subsets A of which are called events, and a probability function P which assigns to each event A a probability P(A). Each of the topics comes about by specifying a collection (X(t): t in T) of functions, called random variables or vectors, defined on 2 taking on values in some prescribed space and probabilistic statements relating the X." From Graduate Study in Probability Theory, Department of Mathematics, University of Illinois Urbana-Champaign

Books on probability can be found in the Mathematics Library Stacks currently located at Main Library 1 East and are shelved under the call number range 519 to 520 during the renovation of Altgeld Hall.