Books by Rabi Bhattacharya

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Themes span Poisson processes, branching processes, the Kolmogorov-Chentsov theorem, martingales, renewal theory, and Brownian motion.

This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course in analysis, and some acquaintance with measure theoretic probability.