Stochastic Processes V4M0TGMAJZ
| URI | m2://res/V4M0TGMAJZ |
|---|---|
| Kind | course |
| Creators | S. Dharmaraja (instructor) |
| Date | 2013-06-20 |
| MSC | 60-XX |
| Scope | in |
| Ids | course 049tgcd06:111102014, course 049tgcd06:111102096, course 049tgcd06:111102098 |
Expressions
e1: edition
| Language | en |
|---|---|
| Date | 2013-06-20 |
- m1: page, IIT Delhi (record). nptel 111102014
- m2: page, IIT Delhi (record). nptel 111102096
- m3: page, IIT Delhi (record). nptel 111102098
- m4: page, 2013-06-20 (record). nptel 111102014
Contents
- part 1: Probability Theory Refresher
- session 1: Introduction to Stochastic Processes
- session 2: Introduction to Stochastic Processes (Contd.)
- session 3: Problems in Random Variables and Distributions
- session 4: Problems in Sequences of Random Variables
- part 2: Definition and Simple Stochastic Processes
- session 5: Definition, Classification and Examples
- session 6: Simple Stochastic Processes
- part 3: Stationary and Auto Regressive Processes
- session 7: Stationary Processes
- session 8: Autoregressive Processes
- part 4: Discrete-time Markov Chain
- session 9: Introduction, Definition and Transition Probability Matrix
- session 10: Chapman-Kolmogrov Equations
- session 11: Classification of States and Limiting Distributions
- session 12: Limiting and Stationary Distributions
- session 13: Limiting Distributions, Ergodicity and Stationary Distributions
- session 14: Time Reversible Markov Chain, Application of Irreducible Markov Chain in Queueing Models
- session 15: Reducible Markov Chains
- part 5: Continuous-time Markov Chain
- session 16: Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix
- session 17: Limiting and Stationary Distributions, Birth Death Processes
- session 18: Poisson Processes
- session 19: M/M/1 Queueing Model
- session 20: Simple Markovian Queueing Models
- session 21: Queueing Networks
- session 22: Communication Systems
- session 23: Stochastic Petri Nets
- part 6: Martingales
- session 24: Conditional Expectation and Filtration
- session 25: Definition and Simple Examples
- part 7: Brownian Motion and its Applications
- session 26: Definition and Properties
- session 27: Processes Derived from Brownian Motion
- session 28: Stochastic Differential Equations
- session 29: Ito Integrals
- session 30: Ito Formula and its Variants
- session 31: Some Important SDE`s and Their Solutions
- part 8: Renewal Processes
- session 32: Renewal Function and Renewal Equation
- session 33: Generalized Renewal Processes and Renewal Limit Theorems
- session 34: Markov Renewal and Markov Regenerative Processes
- session 35: Non Markovian Queues
- session 36: Non Markovian Queues Cont,,
- session 37: Application of Markov Regenerative Processes
- part 9: Branching Processes
- session 38: Galton-Watson Process
- session 39: Markovian Branching Process
Catalogue records
- nptel: 111102014 (manifestation)
- nptel: 111102096 (manifestation)
- nptel: 111102098 (manifestation)
- nptel_video: 111102014 (manifestation)