Course Information

Home
Video Lectures
Syllabus
Official Website

Course

Subject:	Mathematics
Topic:	Stochastic Process
Views:	51,370

Educator

Name:	Indian Institute of Technology, Delhi (IIT Delhi)
Type:	University

Visit Official Website

Stochastic Processes

Video Lectures

Displaying all 39 video lectures.

I. Review of Probability Theory
Lecture 1 Play Video	Introduction to Stochastic Processes
Lecture 2 Play Video	Introduction to Stochastic Processes (Contd.)
Lecture 3 Play Video	Problems in Random Variables and Distributions
Lecture 4 Play Video	Problems in Sequences of Random Variables
II. Definition and Simple Stochastic Processes
Lecture 5 Play Video	Definition, Classification and Examples
Lecture 6 Play Video	Simple Stochastic Processes
III. Stationary and Auto Regressive Processes
Lecture 7 Play Video	Stationary Processes
Lecture 8 Play Video	Autoregressive Processes
Lecture 9 Play Video	Introduction, Definition and Transition Probability Matrix
Lecture 10 Play Video	Chapman-Kolmogrov Equations
IV. Discrete-time Markov Chain
Lecture 11 Play Video	Classification of States and Limiting Distributions
Lecture 12 Play Video	Limiting and Stationary Distributions
Lecture 13 Play Video	Limiting Distributions, Ergodicity and Stationary Distributions
Lecture 14 Play Video	Time Reversible Markov Chain
Lecture 15 Play Video	Reducible Markov Chains
V. Continuous-time Markov Chain
Lecture 16 Play Video	Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix
Lecture 17 Play Video	Limiting and Stationary Distributions, Birth Death Processes
Lecture 18 Play Video	Poisson Processes
Lecture 19 Play Video	M/M/1 Queueing Model
Lecture 20 Play Video	Simple Markovian Queueing Models
Lecture 21 Play Video	Queueing Networks
Lecture 22 Play Video	Communication Systems
Lecture 23 Play Video	Stochastic Petri Nets
VI. Martingales
Lecture 24 Play Video	Conditional Expectation and Filtration
Lecture 25 Play Video	Definition and Simple Examples
VII. Brownian Motion and its Applications
Lecture 26 Play Video	Definition and Properties
Lecture 27 Play Video	Processes Derived from Brownian Motion
Lecture 28 Play Video	Stochastic Differential Equations
Lecture 29 Play Video	Ito Integrals
Lecture 30 Play Video	Ito Formula and its Variants
Lecture 31 Play Video	Some Important SDE`s and Their Solutions
VIII. Renewal Processes
Lecture 32 Play Video	Renewal Function and Renewal Equation
Lecture 33 Play Video	Generalized Renewal Processes and Renewal Limit Theorems
Lecture 34 Play Video	Markov Renewal and Markov Regenerative Processes
Lecture 35 Play Video	Non Markovian Queues
Lecture 36 Play Video	Non Markovian Queues Cont,,
Lecture 37 Play Video	Application of Markov Regenerative Processes
IX. Branching Processes
Lecture 38 Play Video	Galton-Watson Process
Lecture 39 Play Video	Markovian Branching Process