Stochastic Processes XCRZV0WXX1

URI	`m2://res/XCRZV0WXX1`
Kind	course
Creators	N. Selvaraju (instructor), S. Dharmaraja (instructor)
MSC	60-XX
Scope	in
Ids	course 0022nd079:111103022

Expressions

e1: edition

Language	en

m1: page, IIT Guwahati (record). nptel 111103022

Contents

part 1: Probability Essentials
session 1: Introduction
session 2: Random Variables and Probability Distributions
session 3: Random Vectors and Expectations
session 4: Sequences of Random Variables
session 5: References and Exercises 1
part 2: Introduction to Stochastic Processes
session 6: What are Stochastic Processes?
session 7: Classes of Stochastic Processes
session 8: References and Exercises 2
part 3: Discrete-Time Markov Chains
session 9: Introduction and Examples
session 10: Classification of States – I
session 11: Classification of States – II
session 12: Stability of Markov Chains
session 13: Reducible Markov Chains
session 14: Reversed and Time-Reversible Markov Chains
session 15: References and Exercises 3
part 4: Continuous-Time Markov Chains
session 16: Definition and Kolmogorov Equations
session 17: Limiting and Stationary Distributions
session 18: Poisson Processes – I
session 19: Poisson Processes – II
session 20: Birth-Death Processes
session 21: M/M/1 Queueing Model
session 22: Simple Markovian Queueing Models
session 23: References and Exercises 4
part 5: Martingales
session 24: Filtrations and Conditional Expectations
session 25: Conditional Expectations
session 26: Generated ?-fields
session 27: Martingales, Sub-martingales and Super-martingales
session 28: Stopping Times and Inequalities
session 29: Convergence Theorems
session 30: References and Exercises 5
part 6: Brownian Motion
session 31: Brownian Motion
session 32: Properties of Brownian Motion – I
session 33: Properties of Brownian Motion – II
session 34: Processes derived from Brownian Motion
session 35: Stochastic Differential Equations and Itô Integrals
session 36: Itô’s Formula
session 37: SDEs and their Applications in Finance
session 38: References and Exercises 6
part 7: Renewal Processes
session 39: Renewal Function and Renewal Equation
session 40: Generalized Renewal Processes and Renewal Limit Theorems
session 41: Markov Renewal and Markov Regenerative Processes
session 42: Non-Markovian Queues
session 43: Non-Markovian Queues (contd.) 1
session 44: Non-Markovian Queues (contd.) 2
session 45: References and Exercises 7
part 8: Branching Processes
session 46: Galton-Watson Process
session 47: Properties of GW Process
session 48: Markov Branching Process
session 49: References and Exercises 8
part 9: Stationary Processes
session 50: Stationary Processes
session 51: Some Special Stationary Processes
session 52: References and Exercises 9

Catalogue records

nptel: 111103022 (manifestation)