NPTEL : Probability Theory and Applications (Mathematics)

Co-ordinators : Prof. Prabha Sharma


Lecture 1 - Basic principles of counting

Lecture 2 - Sample space, events, axioms of probability

Lecture 3 - Conditional probability, Independence of events

Lecture 4 - Random variables, cumulative density function, expected value

Lecture 5 - Discrete random variables and their distributions

Lecture 6 - Discrete random variables and their distributions

Lecture 7 - Discrete random variables and their distributions

Lecture 8 - Continuous random variables and their distributions

Lecture 9 - Continuous random variables and their distributions

Lecture 10 - Continuous random variables and their distributions

Lecture 11 - Function of random variables, Momement generating function

Lecture 12 - Jointly distributed random variables, Independent r. v. and their sums

Lecture 13 - Independent r. v. and their sums

Lecture 14 - Chi – square r. v., sums of independent normal r. v., Conditional distr

Lecture 15 - Conditional disti, Joint distr. of functions of r. v., Order statistics

Lecture 16 - Order statistics, Covariance and correlation

Lecture 17 - Covariance, Correlation, Cauchy- Schwarz inequalities, Conditional expectation

Lecture 18 - Conditional expectation, Best linear predictor

Lecture 19 - Inequalities and bounds

Lecture 20 - Convergence and limit theorems

Lecture 21 - Central limit theorem

Lecture 22 - Applications of central limit theorem

Lecture 23 - Strong law of large numbers, Joint mgf

Lecture 24 - Convolutions

Lecture 25 - Stochastic processes: Markov process

Lecture 26 - Transition and state probabilities

Lecture 27 - State prob., First passage and First return prob

Lecture 28 - First passage and First return prob. Classification of states

Lecture 29 - Random walk, periodic and null states

Lecture 30 - Reducible Markov chains

Lecture 31 - Time reversible Markov chains

Lecture 32 - Poisson Processes

Lecture 33 - Inter-arrival times, Properties of Poisson processes

Lecture 34 - Queuing Models: M/M/I, Birth and death process, Little’s formulae

Lecture 35 - Analysis of L, Lq ,W and Wq , M/M/S model

Lecture 36 - M/M/S , M/M/I/K models

Lecture 37 - M/M/I/K and M/M/S/K models

Lecture 38 - Application to reliability theory failure law

Lecture 39 - Exponential failure law, Weibull law

Lecture 40 - Reliability of systems