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Sabyasachi Chatterjee
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STAT 433

I prepared these lecture notes for an introductory course on Stochastic Processes at the undergraduate level. These notes are based on the books below. 

  1. Introduction to Stochastic Processes by Robert Dobrow 
  1. Stochastic Processes by Greg Lawler
  1. Joe Chang’s wonderful lecture notes which I read while being a graduate student at Yale. 
  1. Introduction to Probability by Joseph Blitzstein and Jessica Hwang. 

Lecture 1

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Sabyasachi Chatterjee

Assistant Professor at the University of Illinois at Urbana-Champaign

UIUC STATISTICS DEPARTMENT 


Illini Hall, Room 117
725 South Wright Street
Champaign, IL 61820 USA


Email: sc1706@illinois.edu

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Sabyasachi Chatterjee
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  • Research