Stochastic Processes - IIT_Delhi

1/39 Videos

Mod-01 Lec-01 Introduction to Stochastic Processes

IIT_Delhi

00:55:11

2

Mod-01 Lec-02 Introduction to Stochastic Processes (Contd.)

IIT_Delhi

00:59:10

3

Mod-01 Lec-03 Problems in Random Variables and Distributions

IIT_Delhi

00:48:40

4

Mod-01 Lec-04 Problems in Sequences of Random Variables

IIT_Delhi

00:41:18

5

Mod-02 Lec-01 Definition, Classification and Examples

IIT_Delhi

00:50:35

6

Mod-02 Lec-02 Simple Stochastic Processes

IIT_Delhi

00:57:02

7

Mod-03 Lec-01 Stationary Processes

IIT_Delhi

00:54:37

8

Mod-03 Lec-02 Autoregressive Processes

IIT_Delhi

01:02:14

9

Mod-04 Lec-01 Introduction, Definition and Transition Probability Matrix

IIT_Delhi

00:56:01

10

Mod-04 Lec-02 Chapman-Kolmogrov Equations

IIT_Delhi

00:56:45

11

Mod-04 Lec-03 Classification of States and Limiting Distributions

IIT_Delhi

00:51:14

12

Mod-04 Lec-04 Limiting and Stationary Distributions

IIT_Delhi

00:59:39

13

Mod-04 Lec-05 Limiting Distributions, Ergodicity and Stationary Distributions

IIT_Delhi

00:48:25

14

Mod-04 Lec-06 Time Reversible Markov Chain

IIT_Delhi

00:56:31

15

Mod-04 Lec-07 Reducible Markov Chains

IIT_Delhi

00:55:41

16

Mod-05 Lec-01 Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix

IIT_Delhi

00:55:24

17

Mod-05 Lec-02 Limiting and Stationary Distributions, Birth Death Processes

IIT_Delhi

00:58:36

18

Mod-05 Lec-03 Poisson Processes

IIT_Delhi

00:56:09

19

Mod-05 Lec-04 M/M/1 Queueing Model

IIT_Delhi

00:56:23

20

Mod-05 Lec-05 Simple Markovian Queueing Models

IIT_Delhi

00:58:03

21

Mod-05 Lec-06 Queueing Networks

IIT_Delhi

00:58:43

22

Mod-05 Lec-07 Communication Systems

IIT_Delhi

00:51:18

23

Mod-05 Lec-08 Stochastic Petri Nets

IIT_Delhi

00:58:01

24

Mod-06 Lec-01 Conditional Expectation and Filtration

IIT_Delhi

00:48:45

25

Mod-06 Lec-02 Definition and Simple Examples

IIT_Delhi

00:55:51

26

Mod-07 Lec-01 Definition and Properties

IIT_Delhi

00:46:41

27

Mod-07 Lec-02 Processes Derived from Brownian Motion

IIT_Delhi

00:39:29

28

Mod-07 Lec-03 Stochastic Differential Equations

IIT_Delhi

00:47:38

29

Mod-07 Lec-04 Ito Integrals

IIT_Delhi

00:50:15

30

Mod-07 Lec-05 Ito Formula and its Variants

IIT_Delhi

00:39:53

31

Mod-07 Lec-06 Some Important SDE`s and Their Solutions

IIT_Delhi

00:39:31

32

Mod-08 Lec-01 Renewal Function and Renewal Equation

IIT_Delhi

00:46:48

33

Mod-08 Lec-02 Generalized Renewal Processes and Renewal Limit Theorems

IIT_Delhi

00:37:58

34

Mod-08 Lec-03 Markov Renewal and Markov Regenerative Processes

IIT_Delhi

01:01:08

35

Mod-08 Lec-04 Non Markovian Queues

IIT_Delhi

00:39:39

36

Mod-08 Lec-05 Non Markovian Queues Cont,,

IIT_Delhi

00:44:25

37

Mod-08 Lec-06 Application of Markov Regenerative Processes

IIT_Delhi

00:47:43

38

Mod-09 Lec-01 Galton-Watson Process

IIT_Delhi

00:43:48

39

Mod-09 Lec-02 Markovian Branching Process

IIT_Delhi

00:46:06

Mod-01 Lec-01 Introduction to Stochastic Processes

0

0

7 Views

IIT_Delhi
5 subscribers

In Maths & Sciences / Mathematics

Stochastic Processes by Dr. S. Dharmaraja, Department of Mathematics, IIT Delhi. For more details on NPTEL visit http://nptel.iitm.ac.in

Show more

100% online learning from the world's best universities, organisations and Instructors

0 Comments

Explore more

Help

Import
Live